+35.8%
ICE vs SAN
+271.8%
-235.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | -0.6% |
| 7D | +2.0% | +4.9% | -2.9% | +1.2% |
| 30D | +12.9% | -13.0% | +25.9% | +15.4% |
| 3M | +15.4% | -18.9% | +34.3% | +19.3% |
| 6M | +13.1% | -4.1% | +17.2% | +13.3% |
| YTD | +7.5% | +2.6% | +4.9% | +5.9% |
| 1Y | +18.3% | +16.9% | +1.4% | +13.8% |
| 3Y | +65.9% | +239.1% | -173.2% | +28.7% |
| All | +35.8% | +271.8% | -235.9% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling