+68.5%
STRL vs INDA
-5.0%
+73.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +3.4% | +0.7% | +2.7% | +2.4% |
| 30D | -9.2% | -0.8% | -8.4% | -8.3% |
| 3M | -51.0% | +3.9% | -55.0% | -53.8% |
| 6M | +15.8% | -0.7% | +16.5% | +13.6% |
| YTD | +58.9% | -7.7% | +66.5% | +64.7% |
| 1Y | +68.5% | -5.1% | +73.6% | +72.5% |
| All | +68.5% | -5.0% | +73.5% | +72.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling