+304.5%
STM vs ICE
+2,506.4%
-2,201.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.8% |
| 7D | -10.7% | +2.0% | -12.8% | -11.4% |
| 30D | -25.7% | +12.9% | -38.6% | -29.3% |
| 3M | -21.6% | +15.4% | -37.0% | -26.1% |
| 6M | -27.8% | +13.1% | -40.9% | -32.2% |
| YTD | +61.8% | +7.5% | +54.3% | +53.5% |
| 1Y | +78.1% | +18.3% | +59.8% | +63.0% |
| 3Y | +4.9% | +65.9% | -61.0% | -15.8% |
| 5Y | -14.3% | +35.2% | -49.5% | -25.9% |
| 10Y | +414.1% | +266.7% | +147.3% | +219.5% |
| All | +304.5% | +2,506.4% | -2,201.9% | +47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling