+2,316.3%
ICE vs SMTC
+807.9%
+1,508.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +9.2% | -11.2% | -4.0% |
| 7D | -0.7% | +12.7% | -13.4% | -3.3% |
| 30D | +7.6% | +22.0% | -14.3% | +1.8% |
| 3M | +13.9% | -12.7% | +26.6% | +13.3% |
| 6M | -2.4% | +64.8% | -67.1% | -18.2% |
| YTD | +0.3% | +100.7% | -100.4% | -20.5% |
| 1Y | -6.4% | +146.9% | -153.3% | -30.4% |
| 3Y | +43.1% | +456.8% | -413.7% | -30.3% |
| 5Y | +42.1% | +89.2% | -47.1% | -7.6% |
| 10Y | +220.9% | +426.9% | -205.9% | +13.1% |
| All | +2,316.3% | +807.9% | +1,508.4% | +367.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling