+264.8%
ICE vs SAN
+275.0%
-10.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.5% |
| 7D | +3.2% | +3.4% | -0.2% | +2.5% |
| 30D | +14.7% | -6.3% | +21.0% | +16.0% |
| 3M | +19.8% | -14.1% | +33.9% | +23.3% |
| 6M | +15.2% | +4.2% | +11.1% | +13.5% |
| YTD | +12.7% | +9.0% | +3.6% | +9.2% |
| 1Y | +20.4% | +18.8% | +1.6% | +14.5% |
| 3Y | +70.8% | +252.0% | -181.3% | +25.5% |
| 5Y | +43.9% | +299.5% | -255.5% | +0.1% |
| 10Y | +264.8% | +276.7% | -11.9% | +139.0% |
| All | +264.8% | +275.0% | -10.2% | +139.0% |
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