+35.5%
ICE vs STLA
-70.1%
+105.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +2.0% | -4.5% | +6.6% | +2.5% |
| 30D | +12.9% | -3.9% | +16.8% | +13.2% |
| 3M | +15.4% | -20.2% | +35.6% | +18.0% |
| 6M | +13.1% | -42.2% | +55.3% | +19.7% |
| YTD | +7.5% | -59.3% | +66.8% | +17.9% |
| 1Y | +18.3% | -56.1% | +74.4% | +28.2% |
| 3Y | +65.9% | -73.7% | +139.6% | +90.3% |
| All | +35.5% | -70.1% | +105.6% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling