-19.5%
SAP vs ICE
-7.2%
-12.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | +0.1% |
| 7D | -2.9% | -0.7% | -2.2% | -2.6% |
| 30D | +9.0% | +7.6% | +1.4% | +5.3% |
| 3M | +14.9% | +13.9% | +1.0% | +7.9% |
| 6M | +11.9% | -2.4% | +14.2% | +10.4% |
| YTD | -9.9% | +0.3% | -10.2% | -12.1% |
| 1Y | -19.5% | -6.4% | -13.1% | -21.9% |
| All | -19.5% | -7.2% | -12.4% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling