+42.5%
ICE vs SGI
+59.4%
-16.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.1% |
| 7D | -1.2% | +9.3% | -10.4% | -2.2% |
| 30D | +5.0% | +6.9% | -1.9% | +4.1% |
| 3M | +13.9% | +2.8% | +11.0% | +13.0% |
| 6M | -4.4% | -12.6% | +8.2% | -3.2% |
| YTD | -1.9% | -21.5% | +19.6% | +0.9% |
| 1Y | -8.1% | -18.8% | +10.6% | -6.3% |
| 3Y | +42.5% | +60.8% | -18.3% | +25.6% |
| All | +42.5% | +59.4% | -16.9% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling