+249.7%
ICE vs STLA
+12.4%
+237.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +5.0% | +1.9% |
| 7D | +3.2% | -4.9% | +8.1% | +3.9% |
| 30D | +12.9% | -4.9% | +17.8% | +13.5% |
| 3M | +17.5% | -23.7% | +41.2% | +22.0% |
| 6M | +14.0% | -45.0% | +58.9% | +24.1% |
| YTD | +10.0% | -60.9% | +70.9% | +25.3% |
| 1Y | +19.5% | -58.9% | +78.4% | +34.7% |
| 3Y | +66.8% | -74.4% | +141.2% | +98.8% |
| 5Y | +40.3% | -71.5% | +111.9% | +59.3% |
| 10Y | +249.7% | +5.3% | +244.4% | +206.9% |
| All | +249.7% | +12.4% | +237.3% | +206.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling