+452.7%
ICE vs SFM
+41.7%
+411.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.9% |
| 7D | +1.0% | -10.2% | +11.2% | +2.3% |
| 30D | +11.4% | -23.9% | +35.3% | +14.4% |
| 3M | +16.2% | -42.3% | +58.4% | +23.3% |
| 6M | +12.5% | -40.1% | +52.6% | +18.5% |
| YTD | +8.6% | -37.8% | +46.3% | +13.4% |
| 1Y | +18.4% | -37.1% | +55.4% | +23.3% |
| 3Y | +66.4% | +21.5% | +44.9% | +55.2% |
| 5Y | +37.2% | +103.8% | -66.6% | +18.0% |
| 10Y | +244.8% | +142.0% | +102.9% | +179.0% |
| All | +452.7% | +41.7% | +411.0% | +370.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling