+6,418.8%
STX vs ICE
+2,533.0%
+3,885.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.0% | +8.8% | +9.5% |
| 7D | -14.8% | +1.0% | -15.8% | -15.0% |
| 30D | -35.4% | +11.4% | -46.8% | -37.8% |
| 3M | -37.7% | +16.2% | -53.8% | -40.9% |
| 6M | -35.2% | +12.5% | -47.7% | -38.6% |
| YTD | +84.4% | +8.6% | +75.8% | +75.7% |
| 1Y | +82.3% | +18.4% | +63.9% | +68.9% |
| 3Y | +646.2% | +66.4% | +579.8% | +517.0% |
| 5Y | +487.4% | +37.2% | +450.2% | +414.7% |
| 10Y | +2,071.0% | +244.8% | +1,826.2% | +1,329.5% |
| All | +6,418.8% | +2,533.0% | +3,885.7% | +2,654.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling