-29.4%
STZ vs INDA
+8.0%
-37.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.4% |
| 7D | +4.9% | +6.6% | -1.7% | +2.7% |
| 30D | +20.9% | +10.4% | +10.5% | +17.0% |
| 3M | +8.0% | +1.5% | +6.4% | +7.4% |
| 6M | -5.3% | +1.7% | -7.0% | -5.9% |
| YTD | +5.9% | -5.8% | +11.8% | +7.9% |
| 1Y | +14.2% | -5.1% | +19.3% | +16.0% |
| 3Y | -37.0% | +16.0% | -53.0% | -41.1% |
| All | -29.4% | +8.0% | -37.4% | -33.2% |
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