+236.6%
SAP vs ICE
+259.6%
-23.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +0.6% | +3.6% | -3.0% | -1.2% |
| 30D | +6.5% | +15.1% | -8.6% | -0.9% |
| 3M | +12.2% | +15.4% | -3.1% | +4.2% |
| 6M | +46.1% | +16.1% | +29.9% | +34.9% |
| YTD | -1.6% | +11.4% | -13.0% | -7.7% |
| 1Y | -5.1% | +18.5% | -23.6% | -13.8% |
| 3Y | +68.4% | +70.5% | -2.2% | +26.3% |
| 5Y | +79.4% | +40.9% | +38.5% | +45.1% |
| All | +236.6% | +259.6% | -23.0% | +93.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling