+694.8%
STZ vs INDA
+115.6%
+579.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +11.8% | +5.5% | +6.3% | +9.6% |
| 30D | +26.0% | +7.0% | +18.9% | +22.8% |
| 3M | +11.5% | -0.6% | +12.1% | +11.8% |
| 6M | -2.0% | +1.7% | -3.7% | -2.7% |
| YTD | +7.9% | -7.5% | +15.3% | +10.7% |
| 1Y | +13.9% | -7.9% | +21.8% | +17.1% |
| 3Y | -35.8% | +14.1% | -50.0% | -39.6% |
| 5Y | -28.4% | +7.4% | -35.8% | -31.5% |
| 10Y | +7.1% | +98.7% | -91.6% | -21.7% |
| All | +694.8% | +115.6% | +579.2% | +416.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling