+1,077.4%
STX vs INDA
+5.9%
+1,071.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.3% |
| 7D | +9.6% | -2.6% | +12.2% | +11.9% |
| 30D | +10.6% | -2.9% | +13.5% | +13.2% |
| 3M | +4.8% | +2.4% | +2.4% | +2.5% |
| 6M | +137.3% | -2.6% | +139.9% | +141.2% |
| YTD | +222.5% | -10.0% | +232.4% | +250.2% |
| 1Y | +366.2% | -7.7% | +373.9% | +396.4% |
| 3Y | +1,352.9% | +8.9% | +1,344.0% | +1,222.7% |
| 5Y | +1,077.4% | +6.0% | +1,071.5% | +984.4% |
| All | +1,077.4% | +5.9% | +1,071.6% | +984.4% |
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