-8.8%
SMCI vs ICE
-7.7%
-1.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.0% | +6.3% | +7.4% |
| 7D | +1.3% | -2.4% | +3.7% | +1.0% |
| 30D | +6.6% | +4.0% | +2.6% | +6.9% |
| 3M | +25.4% | +13.7% | +11.8% | +27.1% |
| 6M | +26.1% | +0.9% | +25.2% | +28.0% |
| YTD | +37.0% | -2.1% | +39.1% | +40.6% |
| 1Y | -8.8% | -9.5% | +0.8% | -20.6% |
| All | -8.8% | -7.7% | -1.0% | -20.6% |
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