+210.5%
ICE vs STLA
+51.6%
+158.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -5.3% | -3.8% | -1.5% | -4.8% |
| 30D | +3.0% | -3.1% | +6.1% | +3.4% |
| 3M | +11.4% | -19.6% | +31.1% | +14.9% |
| 6M | -2.0% | -23.5% | +21.4% | +1.3% |
| YTD | -3.1% | -51.5% | +48.4% | +7.0% |
| 1Y | -8.4% | -39.7% | +31.3% | -3.3% |
| 3Y | +40.7% | -66.3% | +107.1% | +60.2% |
| 5Y | +40.0% | -63.1% | +103.1% | +52.5% |
| All | +210.5% | +51.6% | +158.9% | +168.2% |
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