+2,573.8%
ICE vs SGI
+2,549.6%
+24.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.8% |
| 7D | +2.2% | -10.7% | +12.9% | +5.1% |
| 30D | +13.7% | -3.6% | +17.3% | +14.5% |
| 3M | +17.9% | -5.4% | +23.3% | +19.0% |
| 6M | +15.0% | -7.0% | +22.0% | +15.7% |
| YTD | +10.9% | -31.6% | +42.6% | +19.3% |
| 1Y | +17.0% | -33.5% | +50.5% | +26.6% |
| 3Y | +68.2% | +66.5% | +1.7% | +39.8% |
| 5Y | +40.4% | +42.2% | -1.8% | +16.4% |
| 10Y | +259.3% | +320.9% | -61.6% | +86.8% |
| All | +2,573.8% | +2,549.6% | +24.2% | +300.6% |
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 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