+18.5%
ICE vs STLA
-64.5%
+82.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | +3.6% | -13.8% | +17.4% | +4.0% |
| 30D | +15.1% | -10.5% | +25.6% | +15.5% |
| 3M | +15.4% | -28.9% | +44.2% | +16.3% |
| 6M | +16.1% | -49.7% | +65.9% | +17.0% |
| YTD | +11.4% | -64.9% | +76.3% | +13.1% |
| 1Y | +18.5% | -64.0% | +82.5% | +19.6% |
| All | +18.5% | -64.5% | +82.9% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling