+105.1%
STT vs INDA
+9.0%
+96.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +5.1% | +3.1% | +2.1% | +2.7% |
| 30D | -0.2% | +9.1% | -9.4% | -7.0% |
| 3M | -8.1% | +3.2% | -11.4% | -10.5% |
| 6M | +16.6% | +8.5% | +8.2% | +8.9% |
| YTD | +37.8% | -4.6% | +42.5% | +43.0% |
| 1Y | +46.8% | -5.5% | +52.3% | +53.5% |
| 3Y | +181.2% | +16.7% | +164.5% | +128.3% |
| 5Y | +105.1% | +9.0% | +96.2% | +71.7% |
| All | +105.1% | +9.0% | +96.1% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling