+214.9%
ICE vs STRL
+7,055.3%
-6,840.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | -0.9% | +8.2% | -9.1% | -1.4% |
| 30D | +4.0% | -6.3% | +10.3% | +4.3% |
| 3M | +11.0% | -41.2% | +52.2% | +14.5% |
| 6M | -5.0% | +20.4% | -25.3% | -9.8% |
| YTD | -2.7% | +61.7% | -64.4% | -10.9% |
| 1Y | -8.6% | +72.7% | -81.3% | -17.7% |
| 3Y | +41.4% | +530.9% | -489.6% | +4.5% |
| 5Y | +39.9% | +2,125.4% | -2,085.5% | -14.5% |
| 10Y | +214.9% | +7,301.3% | -7,086.4% | +51.6% |
| All | +214.9% | +7,055.3% | -6,840.4% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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