+40.6%
ICE vs SGI
+61.8%
-21.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.1% |
| 7D | -1.2% | +9.3% | -10.4% | -2.6% |
| 30D | +5.0% | +6.9% | -1.9% | +3.7% |
| 3M | +13.9% | +2.8% | +11.0% | +12.8% |
| 6M | -4.4% | -12.6% | +8.2% | -3.1% |
| YTD | -1.9% | -21.5% | +19.6% | +1.3% |
| 1Y | -8.1% | -18.8% | +10.6% | -6.0% |
| 3Y | +42.5% | +60.8% | -18.3% | +24.0% |
| 5Y | +40.6% | +60.0% | -19.4% | +14.4% |
| All | +40.6% | +61.8% | -21.2% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling