+561.0%
STT vs INDA
+115.1%
+445.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.5% | +0.7% | -0.2% | 0.0% |
| 30D | +3.9% | -0.8% | +4.6% | +4.4% |
| 3M | +20.0% | +3.9% | +16.0% | +16.8% |
| 6M | +55.3% | -0.7% | +56.0% | +55.4% |
| YTD | +53.3% | -7.7% | +61.0% | +60.8% |
| 1Y | +74.7% | -5.1% | +79.8% | +79.6% |
| 3Y | +205.8% | +13.6% | +192.2% | +177.3% |
| 5Y | +145.0% | +7.8% | +137.2% | +131.5% |
| 10Y | +266.0% | +84.6% | +181.4% | +144.9% |
| All | +561.0% | +115.1% | +445.9% | +304.8% |
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 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