+264.9%
ICE vs STLA
-4.1%
+269.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +3.6% | -13.8% | +17.4% | +6.0% |
| 30D | +15.1% | -10.5% | +25.6% | +16.8% |
| 3M | +15.4% | -28.9% | +44.2% | +21.0% |
| 6M | +16.1% | -49.7% | +65.9% | +28.2% |
| YTD | +11.4% | -64.9% | +76.3% | +28.9% |
| 1Y | +18.5% | -64.0% | +82.5% | +36.3% |
| 3Y | +70.5% | -77.4% | +148.0% | +107.3% |
| 5Y | +40.9% | -74.4% | +115.4% | +62.5% |
| All | +264.9% | -4.1% | +269.0% | +226.3% |
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