+410.4%
ICE vs SFM
+132.6%
+277.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -2.4% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | +7.6% | -4.4% | +12.0% | +8.1% |
| 3M | +13.9% | +1.5% | +12.4% | +13.4% |
| 6M | -2.4% | +6.5% | -8.8% | -3.7% |
| YTD | +0.3% | +2.2% | -1.9% | -0.8% |
| 1Y | -6.4% | -41.9% | +35.5% | -1.1% |
| 3Y | +43.1% | +106.8% | -63.7% | +25.7% |
| 5Y | +42.1% | +231.6% | -189.5% | +15.8% |
| 10Y | +220.9% | +258.4% | -37.5% | +148.0% |
| All | +410.4% | +132.6% | +277.9% | +311.3% |
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