+657.6%
STM vs ICE
+216.5%
+441.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.7% |
| 7D | +5.2% | -1.2% | +6.4% | +5.8% |
| 30D | -7.4% | +5.0% | -12.3% | -10.2% |
| 3M | -30.6% | +13.9% | -44.5% | -36.7% |
| 6M | +66.4% | -4.4% | +70.8% | +67.6% |
| YTD | +101.1% | -1.9% | +103.1% | +96.9% |
| 1Y | +97.4% | -8.1% | +105.5% | +101.2% |
| 3Y | +21.1% | +42.5% | -21.4% | -11.2% |
| 5Y | +22.5% | +40.6% | -18.2% | -11.0% |
| 10Y | +657.6% | +217.1% | +440.5% | +258.3% |
| All | +657.6% | +216.5% | +441.1% | +258.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling