+42.5%
ICE vs SMTC
+556.3%
-513.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.0% | -12.1% | -2.3% |
| 7D | -1.2% | +22.9% | -24.1% | -1.5% |
| 30D | +5.0% | +16.6% | -11.7% | +4.6% |
| 3M | +13.9% | +2.4% | +11.5% | +13.7% |
| 6M | -4.4% | +98.3% | -102.7% | -7.4% |
| YTD | -1.9% | +120.7% | -122.6% | -5.5% |
| 1Y | -8.1% | +168.3% | -176.4% | -12.3% |
| 3Y | +42.5% | +571.7% | -529.2% | +23.5% |
| All | +42.5% | +556.3% | -513.8% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling