+264.8%
ICE vs SFM
+140.8%
+124.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.1% | +2.0% |
| 7D | +3.2% | -7.1% | +10.3% | +4.2% |
| 30D | +14.7% | -21.4% | +36.1% | +17.5% |
| 3M | +19.8% | -40.1% | +59.9% | +27.0% |
| 6M | +15.2% | -38.0% | +53.3% | +21.2% |
| YTD | +12.7% | -36.5% | +49.2% | +17.6% |
| 1Y | +20.4% | -35.2% | +55.6% | +25.2% |
| 3Y | +70.8% | +23.5% | +47.3% | +57.1% |
| 5Y | +43.9% | +109.7% | -65.8% | +20.8% |
| 10Y | +264.8% | +132.6% | +132.2% | +186.1% |
| All | +264.8% | +140.8% | +124.0% | +186.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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