+442.1%
STM vs ICE
+241.0%
+201.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.0% | +5.7% | +6.2% |
| 7D | -5.6% | +1.0% | -6.6% | -6.1% |
| 30D | -14.4% | +11.4% | -25.9% | -19.9% |
| 3M | -20.5% | +16.2% | -36.6% | -27.7% |
| 6M | -24.5% | +12.5% | -37.0% | -30.9% |
| YTD | +72.7% | +8.6% | +64.1% | +58.5% |
| 1Y | +91.0% | +18.4% | +72.7% | +65.2% |
| 3Y | +13.5% | +66.4% | -52.9% | -25.0% |
| 5Y | -9.2% | +37.2% | -46.4% | -32.3% |
| All | +442.1% | +241.0% | +201.2% | +138.4% |
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