-29.8%
STZ vs INDA
+8.7%
-38.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +2.6% | +1.1% | +1.5% | +2.2% |
| 30D | +15.2% | +9.4% | +5.8% | +11.9% |
| 3M | +7.6% | +2.9% | +4.7% | +6.6% |
| 6M | +5.3% | +7.2% | -2.0% | +2.8% |
| YTD | +8.6% | -4.8% | +13.5% | +10.3% |
| 1Y | +15.6% | -5.1% | +20.6% | +17.4% |
| 3Y | -35.2% | +16.7% | -51.8% | -39.5% |
| All | -29.8% | +8.7% | -38.5% | -34.2% |
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