-2.7%
SMCI vs ICE
-7.2%
+4.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.0% | +6.6% | +4.3% |
| 7D | +6.8% | -0.7% | +7.4% | +6.6% |
| 30D | +30.6% | +7.6% | +23.0% | +31.4% |
| 3M | -15.6% | +13.9% | -29.5% | -14.1% |
| 6M | +21.3% | -2.4% | +23.6% | +23.8% |
| YTD | +35.3% | +0.3% | +35.0% | +39.2% |
| 1Y | -2.7% | -6.4% | +3.7% | -11.1% |
| All | -2.7% | -7.2% | +4.4% | -11.1% |
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