+2,551.3%
ICE vs SGI
+2,644.1%
-92.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.3% | +6.6% | +2.7% |
| 7D | +3.2% | -3.9% | +7.1% | +4.1% |
| 30D | +12.9% | +0.9% | +12.0% | +12.4% |
| 3M | +17.5% | -2.9% | +20.4% | +17.9% |
| 6M | +14.0% | -9.0% | +22.9% | +15.3% |
| YTD | +10.0% | -29.2% | +39.2% | +17.3% |
| 1Y | +19.5% | -32.3% | +51.8% | +28.8% |
| 3Y | +66.8% | +72.4% | -5.6% | +37.4% |
| 5Y | +40.3% | +50.6% | -10.3% | +14.6% |
| 10Y | +249.7% | +335.2% | -85.5% | +80.3% |
| All | +2,551.3% | +2,644.1% | -92.8% | +293.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling