+210.5%
ICE vs SBAC
+83.0%
+127.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.5% |
| 7D | -5.3% | -5.3% | -0.1% | -3.6% |
| 30D | +3.0% | +0.4% | +2.6% | +2.9% |
| 3M | +11.4% | -11.9% | +23.3% | +15.9% |
| 6M | -2.0% | -4.5% | +2.4% | -1.8% |
| YTD | -3.1% | -4.3% | +1.2% | -3.3% |
| 1Y | -8.4% | -3.9% | -4.5% | -8.8% |
| 3Y | +40.7% | -11.0% | +51.7% | +40.7% |
| 5Y | +40.0% | -44.1% | +84.0% | +64.4% |
| All | +210.5% | +83.0% | +127.5% | +202.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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