+224.0%
SAP vs ICE
+245.5%
-21.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.9% | -2.2% |
| 7D | +1.5% | +3.2% | -1.7% | -0.1% |
| 30D | +8.8% | +12.9% | -4.1% | +2.2% |
| 3M | +12.1% | +17.5% | -5.5% | +3.1% |
| 6M | +34.6% | +14.0% | +20.6% | +25.5% |
| YTD | -2.1% | +10.0% | -12.1% | -7.6% |
| 1Y | -5.5% | +19.5% | -25.1% | -14.5% |
| 3Y | +67.4% | +66.8% | +0.7% | +27.0% |
| 5Y | +74.6% | +40.3% | +34.2% | +41.5% |
| 10Y | +224.0% | +249.7% | -25.7% | +84.3% |
| All | +224.0% | +245.5% | -21.5% | +84.3% |
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