-8.4%
ICE vs SGI
-20.9%
+12.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.3% |
| 7D | -5.3% | -4.9% | -0.4% | -5.1% |
| 30D | +3.0% | +1.6% | +1.4% | +3.0% |
| 3M | +11.4% | -3.2% | +14.6% | +11.3% |
| 6M | -2.0% | -16.0% | +14.0% | -1.3% |
| YTD | -3.1% | -25.4% | +22.3% | -1.3% |
| 1Y | -8.4% | -21.6% | +13.2% | -7.4% |
| All | -8.4% | -20.9% | +12.6% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling