+2,573.8%
ICE vs SAN
+213.9%
+2,359.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -0.4% |
| 7D | +2.2% | +1.0% | +1.2% | +1.7% |
| 30D | +13.7% | -9.4% | +23.1% | +17.8% |
| 3M | +17.9% | -17.1% | +35.1% | +26.3% |
| 6M | +15.0% | +2.2% | +12.8% | +12.2% |
| YTD | +10.9% | +6.0% | +5.0% | +5.2% |
| 1Y | +17.0% | +12.7% | +4.3% | +7.9% |
| 3Y | +68.2% | +242.1% | -174.0% | -6.9% |
| 5Y | +40.4% | +293.6% | -253.2% | -31.1% |
| 10Y | +259.3% | +266.1% | -6.8% | +56.2% |
| All | +2,573.8% | +213.9% | +2,359.9% | +813.0% |
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 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