+195.6%
STT vs INDA
+8.1%
+187.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | +1.0% | -2.6% | +3.6% | +2.3% |
| 30D | +2.8% | -2.9% | +5.7% | +4.3% |
| 3M | +18.1% | +2.4% | +15.8% | +16.5% |
| 6M | +59.2% | -2.6% | +61.8% | +60.8% |
| YTD | +51.5% | -10.0% | +61.4% | +59.7% |
| 1Y | +75.7% | -7.7% | +83.3% | +82.3% |
| All | +195.6% | +8.1% | +187.5% | +168.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling