+3,343.4%
STX vs INDA
+84.7%
+3,258.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.7% | -4.3% |
| 7D | -2.3% | -2.7% | +0.4% | -0.7% |
| 30D | -5.5% | -2.8% | -2.7% | -3.9% |
| 3M | -4.3% | +1.6% | -5.9% | -5.4% |
| 6M | +115.6% | -1.4% | +117.0% | +117.0% |
| YTD | +202.2% | -10.1% | +212.3% | +222.4% |
| 1Y | +325.3% | -8.8% | +334.1% | +350.0% |
| 3Y | +1,283.9% | +7.6% | +1,276.3% | +1,220.2% |
| 5Y | +1,048.3% | +5.8% | +1,042.5% | +1,005.7% |
| All | +3,343.4% | +84.7% | +3,258.7% | +2,342.8% |
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