+1,144.9%
STX vs ICE
+42.0%
+1,102.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.2% | +8.7% | +7.1% |
| 7D | +10.7% | -1.2% | +11.9% | +10.9% |
| 30D | +11.3% | +5.0% | +6.3% | +9.3% |
| 3M | +3.2% | +13.9% | -10.7% | -2.0% |
| 6M | +157.0% | -4.4% | +161.4% | +162.0% |
| YTD | +229.2% | -1.9% | +231.1% | +229.0% |
| 1Y | +381.8% | -8.1% | +390.0% | +397.4% |
| 3Y | +1,383.2% | +42.5% | +1,340.7% | +1,052.8% |
| 5Y | +1,144.9% | +40.6% | +1,104.2% | +896.4% |
| All | +1,144.9% | +42.0% | +1,102.9% | +896.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling