-6.4%
ICE vs STLD
+89.3%
-95.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -2.1% |
| 7D | -0.7% | +3.1% | -3.8% | -0.6% |
| 30D | +7.6% | -9.0% | +16.6% | +7.4% |
| 3M | +13.9% | -12.4% | +26.3% | +13.7% |
| 6M | -2.4% | +25.5% | -27.9% | -2.2% |
| YTD | +0.3% | +43.6% | -43.4% | -1.2% |
| 1Y | -6.4% | +87.2% | -93.6% | -10.3% |
| All | -6.4% | +89.3% | -95.7% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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