+2,316.3%
ICE vs SBAC
+1,144.3%
+1,171.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.5% |
| 7D | -0.7% | -0.8% | +0.1% | -0.2% |
| 30D | +7.6% | +6.9% | +0.7% | +4.0% |
| 3M | +13.9% | -8.2% | +22.2% | +18.3% |
| 6M | -2.4% | -1.6% | -0.7% | -3.9% |
| YTD | +0.3% | -0.1% | +0.4% | -2.7% |
| 1Y | -6.4% | -0.5% | -6.0% | -9.2% |
| 3Y | +43.1% | -9.1% | +52.2% | +39.9% |
| 5Y | +42.1% | -43.8% | +85.9% | +74.6% |
| 10Y | +220.9% | +80.5% | +140.4% | +84.4% |
| All | +2,316.3% | +1,144.3% | +1,171.9% | +283.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling