-22.8%
STM vs INDA
+5.8%
-28.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.7% | +3.8% |
| 7D | +1.4% | +3.1% | -1.7% | -2.8% |
| 30D | -8.4% | +11.3% | -19.6% | -22.9% |
| 3M | -15.8% | +3.0% | -18.8% | -16.4% |
| 6M | -22.8% | +6.5% | -29.4% | -28.9% |
| All | -22.8% | +5.8% | -28.7% | -28.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling