+953.6%
STM vs INDA
+115.1%
+838.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.8% | +0.7% | +5.1% | +5.2% |
| 30D | -1.0% | -0.8% | -0.2% | -0.3% |
| 3M | -33.3% | +3.9% | -37.2% | -35.0% |
| 6M | +57.4% | -0.7% | +58.1% | +59.7% |
| YTD | +102.2% | -7.7% | +109.8% | +117.6% |
| 1Y | +99.6% | -5.1% | +104.7% | +109.7% |
| 3Y | +14.5% | +13.6% | +0.9% | +4.4% |
| 5Y | +21.4% | +7.8% | +13.6% | +17.2% |
| 10Y | +695.0% | +84.6% | +610.3% | +423.7% |
| All | +953.6% | +115.1% | +838.5% | +568.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling