+40.0%
ICE vs SMTC
+112.1%
-72.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.3% |
| 7D | -5.3% | +17.5% | -22.9% | -6.1% |
| 30D | +3.0% | +21.3% | -18.3% | +1.8% |
| 3M | +11.4% | +3.1% | +8.3% | +10.6% |
| 6M | -2.0% | +81.7% | -83.7% | -7.1% |
| YTD | -3.1% | +115.9% | -119.1% | -9.4% |
| 1Y | -8.4% | +157.8% | -166.2% | -15.6% |
| 3Y | +40.7% | +557.3% | -516.6% | +11.1% |
| 5Y | +40.0% | +114.7% | -74.7% | +32.5% |
| All | +40.0% | +112.1% | -72.2% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling