+97.4%
STM vs ICE
-7.9%
+105.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -1.3% |
| 7D | +5.2% | -1.2% | +6.4% | +4.8% |
| 30D | -7.4% | +5.0% | -12.3% | -5.6% |
| 3M | -30.6% | +13.9% | -44.5% | -26.1% |
| 6M | +66.4% | -4.4% | +70.8% | +75.8% |
| YTD | +101.1% | -1.9% | +103.1% | +111.3% |
| 1Y | +97.4% | -8.1% | +105.5% | +104.8% |
| All | +97.4% | -7.9% | +105.2% | +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