-33.7%
STX vs ICE
+17.3%
-51.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +2.4% | +7.6% | +12.5% |
| 7D | -1.0% | +3.2% | -4.2% | +1.9% |
| 30D | -26.8% | +14.7% | -41.5% | -14.1% |
| 3M | -32.7% | +19.8% | -52.5% | -17.2% |
| 6M | -33.7% | +15.2% | -49.0% | -16.3% |
| All | -33.7% | +17.3% | -51.0% | -16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling