The 24-year-old American suffered a shock third round loss today to world number 19 Daria Kasatkina in the $16 million joint WTA/ATP tournament, which is one of tennis' biggest events outside of the four Grand Slams.
Stephens made four double faults and had her serve broken four times in the 77 minute match against the Russian 20-year-old.
"Obviously not my best tennis today, but fortunately we get to play every single week," she said.
"I am not going to be too down about it. There's always next week and the week after."
The unseeded Stephens enjoyed a fairytale run at the US Open in September, beating No. 15 seed and fellow American Madison Keys 6-3, 6-0 in the final.
She says it is taking her awhile to get back into the swing of things after the euphoric high of winning her first major.
"There's a lot that comes with winning a Grand Slam, and I think there is a lot that comes with winning a Grand Slam as an American player," she said.
"Being in the first final that Venus (Williams) and Serena wasn't in in like, the longest time ever. I don't even know how long it was.
"So I'm kind of getting back into it, and I'm just looking forward to playing again."
Stephens had to play two days in a row in Indian Wells after her opening match on Saturday night got washed out because of heavy rains. She returned to the court Sunday afternoon and beat Victoria Azarenka in straight sets 6-1, 7-5.
Stephens said she is used to have her schedule disrupted because of bad weather.
"You play an outdoor sport and the weather can affect that sometimes," she said. "Last week in Acapulco, I played a singles match at 4:00 p.m. and played a doubles match at 11:15 p.m. in the same day, and then came back the next day and had to play another match.
Stephens hopes to win another Grand Slam before she plans to retire at age 30.
"I'll be 25 next week and hopefully I can play another five years. And in those five years hopefully I can have another -- my agent is saying more.
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