+2,551.3%
ICE vs STRL
+1,308.4%
+1,242.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +3.2% | -19.8% | +23.0% | +6.0% |
| 30D | +12.9% | -43.6% | +56.5% | +22.4% |
| 3M | +17.5% | -45.2% | +62.8% | +27.3% |
| 6M | +14.0% | -65.7% | +79.7% | +30.7% |
| YTD | +10.0% | -5.4% | +15.5% | -0.7% |
| 1Y | +19.5% | -24.7% | +44.2% | +12.1% |
| 3Y | +66.8% | +335.0% | -268.3% | -0.1% |
| 5Y | +40.3% | +915.3% | -874.9% | -33.4% |
| 10Y | +249.7% | +3,877.5% | -3,627.8% | +1.1% |
| All | +2,551.3% | +1,308.4% | +1,242.9% | +678.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling