+22.5%
STM vs INDA
+7.2%
+15.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +1.5% |
| 7D | +5.2% | -1.0% | +6.2% | +6.5% |
| 30D | -7.4% | -2.5% | -4.8% | -4.4% |
| 3M | -30.6% | +4.0% | -34.6% | -33.5% |
| 6M | +66.4% | -1.8% | +68.2% | +71.2% |
| YTD | +101.1% | -9.2% | +110.3% | +126.9% |
| 1Y | +97.4% | -7.2% | +104.6% | +116.2% |
| 3Y | +21.1% | +9.8% | +11.3% | +4.8% |
| 5Y | +22.5% | +7.5% | +15.0% | +5.3% |
| All | +22.5% | +7.2% | +15.3% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded INDA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling