+2,316.3%
ICE vs SAN
+281.6%
+2,034.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | -0.7% | +1.8% | -2.4% | -1.4% |
| 30D | +7.6% | +2.0% | +5.6% | +6.7% |
| 3M | +13.9% | +19.7% | -5.8% | +5.2% |
| 6M | -2.4% | +30.6% | -33.0% | -13.9% |
| YTD | +0.3% | +28.8% | -28.6% | -11.6% |
| 1Y | -6.4% | +57.8% | -64.2% | -24.5% |
| 3Y | +43.1% | +338.1% | -295.0% | -28.1% |
| 5Y | +42.1% | +384.2% | -342.1% | -35.9% |
| 10Y | +220.9% | +353.1% | -132.2% | +27.8% |
| All | +2,316.3% | +281.6% | +2,034.6% | +667.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling