+1,972.8%
STX vs ICE
+259.6%
+1,713.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.2% |
| 7D | +14.6% | +3.6% | +11.0% | +13.2% |
| 30D | -26.0% | +15.1% | -41.0% | -30.2% |
| 3M | -42.6% | +15.4% | -58.0% | -46.2% |
| 6M | -35.3% | +16.1% | -51.4% | -40.0% |
| YTD | +92.5% | +11.4% | +81.1% | +79.9% |
| 1Y | +102.4% | +18.5% | +83.9% | +83.1% |
| 3Y | +673.8% | +70.5% | +603.3% | +465.8% |
| 5Y | +463.1% | +40.9% | +422.1% | +348.4% |
| All | +1,972.8% | +259.6% | +1,713.2% | +917.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling