+3,640.0%
STX vs INDA
+121.8%
+3,518.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | +14.6% | +1.1% | +13.5% | +13.9% |
| 30D | -26.0% | +9.4% | -35.3% | -29.8% |
| 3M | -42.6% | +2.9% | -45.6% | -43.8% |
| 6M | -35.3% | +7.2% | -42.5% | -38.1% |
| YTD | +92.5% | -4.8% | +97.3% | +97.0% |
| 1Y | +102.4% | -5.1% | +107.5% | +107.6% |
| 3Y | +673.8% | +16.7% | +657.2% | +606.8% |
| 5Y | +463.1% | +8.8% | +454.3% | +434.4% |
| 10Y | +2,014.6% | +116.2% | +1,898.3% | +1,278.1% |
| All | +3,640.0% | +121.8% | +3,518.2% | +2,198.8% |
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