+785.6%
ICE vs STLA
+189.9%
+595.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.6% |
| YTD | +7.5% | -59.3% | +66.8% | +17.5% |
| 1Y | +18.3% | -56.1% | +74.4% | +28.0% |
| 3Y | +65.9% | -73.7% | +139.6% | +87.0% |
| 5Y | +35.2% | -70.3% | +105.5% | +47.8% |
| 10Y | +266.7% | +23.1% | +243.7% | +243.6% |
| All | +785.6% | +189.9% | +595.7% | +779.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling