+21.0%
STM vs ICE
+42.3%
-21.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.7% |
| 7D | +5.8% | -0.7% | +6.5% | +6.0% |
| 30D | -1.0% | +7.6% | -8.6% | -4.0% |
| 3M | -33.3% | +13.9% | -47.2% | -37.2% |
| 6M | +57.4% | -2.4% | +59.7% | +59.1% |
| YTD | +102.2% | +0.3% | +101.9% | +99.3% |
| 1Y | +99.6% | -6.4% | +106.0% | +104.9% |
| 3Y | +14.5% | +43.1% | -28.6% | -14.7% |
| All | +21.0% | +42.3% | -21.3% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling