+194.0%
STT vs INDA
+115.4%
+78.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +4.8% | +1.1% | +3.7% | +3.9% |
| 30D | +3.9% | +9.4% | -5.4% | -2.9% |
| 3M | -8.2% | +2.9% | -11.1% | -10.3% |
| 6M | +15.6% | +7.2% | +8.4% | +9.4% |
| YTD | +37.6% | -4.8% | +42.4% | +41.9% |
| 1Y | +50.1% | -5.1% | +55.2% | +55.0% |
| 3Y | +183.1% | +16.7% | +166.4% | +145.7% |
| 5Y | +104.8% | +8.8% | +96.1% | +88.4% |
| All | +194.0% | +115.4% | +78.5% | +70.8% |
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