+20.6%
ICE vs SAN
+23.5%
-2.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.4% | -4.1% | +1.6% |
| 7D | +12.2% | +4.5% | +7.6% | +11.6% |
| 30D | +15.0% | -12.1% | +27.1% | +16.5% |
| 3M | +17.6% | -15.6% | +33.2% | +19.8% |
| 6M | +12.6% | +5.8% | +6.8% | +10.9% |
| YTD | +9.1% | +5.5% | +3.7% | +9.2% |
| 1Y | +20.6% | +23.6% | -3.0% | +15.7% |
| All | +20.6% | +23.5% | -2.9% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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