+8,652.1%
STX vs CME
+7,453.3%
+1,198.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.0% |
| 7D | -28.5% | +0.9% | -29.4% | -28.7% |
| 30D | -42.9% | +13.2% | -56.1% | -45.5% |
| 3M | -45.9% | +16.3% | -62.2% | -48.9% |
| 6M | -41.3% | +7.1% | -48.4% | -43.6% |
| YTD | +67.9% | +15.8% | +52.1% | +55.8% |
| 1Y | +66.5% | +17.1% | +49.4% | +53.5% |
| 3Y | +588.0% | +63.2% | +524.8% | +450.2% |
| 5Y | +449.1% | +70.2% | +378.9% | +329.6% |
| 10Y | +1,982.8% | +337.0% | +1,645.8% | +1,020.2% |
| All | +8,652.1% | +7,453.3% | +1,198.8% | +1,318.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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