+42.5%
ICE vs SFM
+96.9%
-54.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.3% | -1.6% |
| 7D | -1.2% | -5.8% | +4.7% | -0.6% |
| 30D | +5.0% | -11.4% | +16.3% | +6.0% |
| 3M | +13.9% | -12.2% | +26.1% | +15.0% |
| 6M | -4.4% | -5.2% | +0.7% | -4.4% |
| YTD | -1.9% | -4.5% | +2.6% | -2.0% |
| 1Y | -8.1% | -45.4% | +37.3% | -4.2% |
| 3Y | +42.5% | +91.1% | -48.6% | +40.5% |
| All | +42.5% | +96.9% | -54.4% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling