+40.6%
ICE vs SCCO
+178.0%
-137.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.2% | +6.8% | -0.2% |
| 7D | -5.3% | -2.7% | -2.6% | -5.3% |
| 30D | +3.0% | -0.2% | +3.2% | +3.0% |
| 3M | +11.4% | +17.8% | -6.3% | +10.5% |
| 6M | -2.0% | +2.3% | -4.3% | -2.3% |
| YTD | -3.1% | +41.6% | -44.7% | -6.4% |
| 1Y | -8.4% | +101.9% | -110.3% | -14.6% |
| All | +40.6% | +178.0% | -137.3% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 3y: compounded portfolio wealth divided by compounded SCCO 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…
3y analysis · Full analysis span regression · 6 months rolling