+16.7%
STM vs ICE
+69.4%
-52.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | +12.0% | +3.6% | +8.4% | +12.2% |
| 30D | -0.4% | +15.1% | -15.4% | 0.0% |
| 3M | -13.2% | +15.4% | -28.6% | -12.9% |
| 6M | -26.1% | +16.1% | -42.2% | -24.3% |
| YTD | +81.2% | +11.4% | +69.8% | +85.5% |
| 1Y | +98.3% | +18.5% | +79.9% | +97.2% |
| 3Y | +16.7% | +70.5% | -53.8% | -7.4% |
| All | +16.7% | +69.4% | -52.7% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling