+71.6%
STX vs ICE
+20.2%
+51.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.1% |
| 7D | -17.3% | +3.2% | -20.5% | -15.7% |
| 30D | -35.9% | +12.9% | -48.8% | -30.9% |
| 3M | -37.3% | +17.5% | -54.9% | -31.1% |
| 6M | -35.8% | +14.0% | -49.8% | -25.7% |
| YTD | +82.7% | +10.0% | +72.7% | +108.1% |
| 1Y | +71.6% | +19.5% | +52.1% | +92.2% |
| All | +71.6% | +20.2% | +51.4% | +92.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling