+599.2%
STZ vs INDA
+115.1%
+484.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.9% | +0.7% | -2.6% | -2.2% |
| 30D | -1.9% | -0.8% | -1.1% | -1.6% |
| 3M | -6.2% | +3.9% | -10.2% | -7.7% |
| 6M | -14.0% | -0.7% | -13.3% | -14.0% |
| YTD | -5.1% | -7.7% | +2.5% | -2.6% |
| 1Y | -9.6% | -5.1% | -4.5% | -8.2% |
| 3Y | -47.2% | +13.6% | -60.9% | -50.3% |
| 5Y | -33.6% | +7.8% | -41.4% | -36.5% |
| 10Y | -9.8% | +84.6% | -94.4% | -32.5% |
| All | +599.2% | +115.1% | +484.0% | +355.1% |
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 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