-34.7%
STZ vs INDA
+16.9%
-51.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.2% |
| 7D | +3.4% | +6.1% | -2.7% | +1.7% |
| 30D | +19.6% | +11.7% | +7.9% | +16.1% |
| 3M | +8.0% | +2.1% | +6.0% | +7.4% |
| 6M | -0.3% | +3.2% | -3.4% | -1.2% |
| YTD | +8.6% | -4.9% | +13.5% | +10.0% |
| 1Y | +17.3% | -4.4% | +21.7% | +18.7% |
| 3Y | -34.7% | +17.6% | -52.3% | -40.1% |
| All | -34.7% | +16.9% | -51.6% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling