+16.3%
STZ vs INDA
+115.4%
-99.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +2.6% | +1.1% | +1.5% | +2.1% |
| 30D | +15.2% | +9.4% | +5.8% | +11.1% |
| 3M | +7.6% | +2.9% | +4.7% | +6.3% |
| 6M | +5.3% | +7.2% | -2.0% | +2.2% |
| YTD | +8.6% | -4.8% | +13.5% | +10.5% |
| 1Y | +15.6% | -5.1% | +20.6% | +17.6% |
| 3Y | -35.2% | +16.7% | -51.8% | -40.0% |
| 5Y | -29.1% | +8.8% | -37.9% | -32.8% |
| All | +16.3% | +115.4% | -99.1% | -14.3% |
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