+214.9%
ICE vs SAN
+329.5%
-114.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -0.9% | -0.5% | -0.4% | -0.7% |
| 30D | +4.0% | -0.1% | +4.0% | +4.0% |
| 3M | +11.0% | +19.6% | -8.7% | +6.6% |
| 6M | -5.0% | +32.7% | -37.6% | -11.1% |
| YTD | -2.7% | +26.7% | -29.4% | -8.3% |
| 1Y | -8.6% | +51.6% | -60.3% | -17.3% |
| 3Y | +41.4% | +348.7% | -307.4% | -1.2% |
| 5Y | +39.9% | +378.7% | -338.9% | -6.3% |
| 10Y | +214.9% | +336.9% | -122.0% | +102.5% |
| All | +214.9% | +329.5% | -114.6% | +102.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling