+5,907.6%
STX vs INDA
+115.1%
+5,792.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.4% | +6.4% |
| 7D | +2.4% | +0.7% | +1.6% | +1.9% |
| 30D | +1.4% | -0.8% | +2.2% | +1.8% |
| 3M | -8.2% | +3.9% | -12.2% | -10.2% |
| 6M | +127.0% | -0.7% | +127.7% | +127.7% |
| YTD | +209.1% | -7.7% | +216.8% | +223.2% |
| 1Y | +365.4% | -5.1% | +370.5% | +379.6% |
| 3Y | +1,135.4% | +13.6% | +1,121.8% | +1,049.4% |
| 5Y | +991.5% | +7.8% | +983.7% | +947.1% |
| 10Y | +3,695.8% | +84.6% | +3,611.2% | +2,576.7% |
| All | +5,907.6% | +115.1% | +5,792.4% | +3,672.0% |
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