+213.7%
ICE vs SMTC
+548.2%
-334.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | +0.5% |
| 7D | -2.4% | +13.1% | -15.5% | -3.6% |
| 30D | +4.0% | +19.5% | -15.4% | +1.8% |
| 3M | +13.7% | +2.2% | +11.4% | +12.0% |
| 6M | +0.9% | +94.9% | -93.9% | -8.5% |
| YTD | -2.1% | +127.0% | -129.1% | -13.1% |
| 1Y | -9.5% | +174.6% | -184.1% | -21.9% |
| 3Y | +42.1% | +615.9% | -573.8% | -3.0% |
| 5Y | +41.4% | +125.6% | -84.2% | +16.0% |
| All | +213.7% | +548.2% | -334.6% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling