+494.2%
STT vs INDA
+122.2%
+372.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +5.1% | +3.1% | +2.1% | +3.1% |
| 30D | -0.2% | +9.1% | -9.4% | -5.7% |
| 3M | -8.1% | +3.2% | -11.4% | -10.1% |
| 6M | +16.6% | +8.5% | +8.2% | +10.4% |
| YTD | +37.8% | -4.6% | +42.5% | +41.4% |
| 1Y | +46.8% | -5.5% | +52.3% | +51.4% |
| 3Y | +181.2% | +16.7% | +164.5% | +150.3% |
| 5Y | +105.1% | +9.0% | +96.2% | +92.1% |
| 10Y | +202.3% | +116.6% | +85.7% | +86.5% |
| All | +494.2% | +122.2% | +372.0% | +256.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling