+15.9%
STZ vs INDA
-7.3%
+23.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.7% | +2.6% | +4.6% |
| 7D | +13.0% | +6.9% | +6.1% | +11.3% |
| 30D | +29.4% | +7.4% | +22.0% | +27.4% |
| 3M | +11.6% | -1.0% | +12.6% | +11.7% |
| 6M | -0.2% | +2.9% | -3.1% | -0.7% |
| YTD | +8.6% | -7.4% | +16.0% | +9.7% |
| 1Y | +15.9% | -7.4% | +23.3% | +17.7% |
| All | +15.9% | -7.3% | +23.2% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling