+3,621.5%
STX vs ICE
+215.5%
+3,406.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | +9.6% | -0.9% | +10.4% | +9.7% |
| 30D | +10.6% | +4.0% | +6.6% | +8.5% |
| 3M | +4.8% | +11.0% | -6.2% | -1.0% |
| 6M | +137.3% | -5.0% | +142.2% | +139.4% |
| YTD | +222.5% | -2.7% | +225.2% | +219.4% |
| 1Y | +366.2% | -8.6% | +374.8% | +373.8% |
| 3Y | +1,352.9% | +41.4% | +1,311.5% | +1,057.6% |
| 5Y | +1,077.4% | +39.9% | +1,037.6% | +832.1% |
| 10Y | +3,621.5% | +214.9% | +3,406.6% | +1,871.0% |
| All | +3,621.5% | +215.5% | +3,406.0% | +1,871.0% |
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