+260.3%
STT vs INDA
+83.0%
+177.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | +0.5% |
| 7D | -1.4% | -3.6% | +2.3% | +1.4% |
| 30D | +2.2% | -4.0% | +6.1% | +5.2% |
| 3M | +18.8% | +1.7% | +17.1% | +17.1% |
| 6M | +57.9% | -3.6% | +61.6% | +61.4% |
| YTD | +51.0% | -11.0% | +62.0% | +63.8% |
| 1Y | +77.1% | -9.5% | +86.6% | +89.4% |
| 3Y | +199.8% | +7.6% | +192.2% | +177.2% |
| 5Y | +156.0% | +4.8% | +151.2% | +142.8% |
| All | +260.3% | +83.0% | +177.4% | +132.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling