+96.5%
STM vs ICE
+21.0%
+75.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.3% | -8.4% | -4.8% |
| 7D | -6.0% | +12.2% | -18.2% | -0.2% |
| 30D | -20.9% | +15.0% | -35.9% | -14.9% |
| 3M | -15.8% | +17.6% | -33.4% | -8.2% |
| 6M | -17.0% | +12.6% | -29.6% | -6.4% |
| YTD | +76.8% | +9.1% | +67.7% | +98.0% |
| 1Y | +96.5% | +20.6% | +75.9% | +104.8% |
| All | +96.5% | +21.0% | +75.5% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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