+2,316.3%
ICE vs SUI
+1,155.5%
+1,160.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -0.7% | -2.8% | +2.2% | +0.8% |
| 30D | +7.6% | -1.2% | +8.8% | +8.1% |
| 3M | +13.9% | -1.7% | +15.7% | +14.7% |
| 6M | -2.4% | -10.5% | +8.1% | +2.9% |
| YTD | +0.3% | -1.8% | +2.1% | +0.5% |
| 1Y | -6.4% | -4.1% | -2.3% | -5.3% |
| 3Y | +43.1% | +11.3% | +31.8% | +29.7% |
| 5Y | +42.1% | -32.1% | +74.2% | +63.1% |
| 10Y | +220.9% | +110.4% | +110.5% | +84.6% |
| All | +2,316.3% | +1,155.5% | +1,160.7% | +310.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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