-29.3%
STZ vs INDA
+10.5%
-39.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -0.9% | +3.1% | -4.1% | -2.0% |
| 30D | +14.9% | +11.3% | +3.6% | +11.0% |
| 3M | +8.4% | +3.0% | +5.4% | +7.3% |
| 6M | +2.8% | +6.5% | -3.7% | +0.6% |
| YTD | +7.5% | -4.6% | +12.1% | +9.1% |
| 1Y | +12.5% | -5.8% | +18.3% | +14.6% |
| 3Y | -35.4% | +16.8% | -52.2% | -39.8% |
| 5Y | -29.3% | +10.4% | -39.7% | -33.7% |
| All | -29.3% | +10.5% | -39.8% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling