+264.9%
ICE vs SAN
+270.1%
-5.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +3.6% | +4.0% | -0.4% | +2.7% |
| 30D | +15.1% | -7.8% | +22.9% | +16.8% |
| 3M | +15.4% | -16.4% | +31.7% | +19.4% |
| 6M | +16.1% | +3.5% | +12.6% | +14.5% |
| YTD | +11.4% | +6.7% | +4.7% | +8.4% |
| 1Y | +18.5% | +14.5% | +4.0% | +13.5% |
| 3Y | +70.5% | +243.5% | -173.0% | +25.9% |
| 5Y | +40.9% | +296.2% | -255.3% | -1.9% |
| All | +264.9% | +270.1% | -5.3% | +141.0% |
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