+2,516.3%
ICE vs STRL
+1,313.8%
+1,202.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +15.0% | -13.9% | -1.5% |
| 7D | +1.0% | -13.3% | +14.4% | +2.4% |
| 30D | +11.4% | -43.3% | +54.8% | +20.8% |
| 3M | +16.2% | -46.9% | +63.0% | +26.5% |
| 6M | +12.5% | -65.6% | +78.1% | +28.9% |
| YTD | +8.6% | -5.1% | +13.6% | -2.0% |
| 1Y | +18.4% | -23.1% | +41.4% | +10.5% |
| 3Y | +66.4% | +346.8% | -280.4% | -0.9% |
| 5Y | +37.2% | +907.2% | -870.0% | -34.8% |
| 10Y | +244.8% | +3,988.2% | -3,743.3% | -1.0% |
| All | +2,516.3% | +1,313.8% | +1,202.5% | +667.7% |
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