+4.9%
STM vs ICE
+65.6%
-60.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.4% |
| 7D | -10.7% | +2.0% | -12.8% | -10.7% |
| 30D | -25.7% | +12.9% | -38.6% | -25.6% |
| 3M | -21.6% | +15.4% | -37.0% | -21.6% |
| 6M | -27.8% | +13.1% | -40.9% | -26.4% |
| YTD | +61.8% | +7.5% | +54.3% | +65.3% |
| 1Y | +78.1% | +18.3% | +59.8% | +73.8% |
| 3Y | +4.9% | +65.9% | -61.0% | -22.1% |
| All | +4.9% | +65.6% | -60.7% | -22.1% |
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