+2,038.9%
STX vs INDA
+115.8%
+1,923.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +16.8% | +3.1% | +13.8% | +14.7% |
| 30D | -27.0% | +9.1% | -36.2% | -31.2% |
| 3M | -37.9% | +3.2% | -41.1% | -39.4% |
| 6M | -32.5% | +8.5% | -41.0% | -36.2% |
| YTD | +98.6% | -4.6% | +103.2% | +103.5% |
| 1Y | +93.6% | -5.5% | +99.1% | +99.7% |
| 3Y | +699.1% | +16.7% | +682.4% | +621.4% |
| 5Y | +481.0% | +9.0% | +472.0% | +445.5% |
| All | +2,038.9% | +115.8% | +1,923.1% | +1,241.3% |
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 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