+4,344.1%
SMCI vs ICE
+645.6%
+3,698.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.0% |
| 7D | +5.2% | -0.9% | +6.1% | +5.5% |
| 30D | +23.7% | +4.0% | +19.8% | +21.7% |
| 3M | -4.2% | +11.0% | -15.2% | -8.6% |
| 6M | +21.7% | -5.0% | +26.7% | +22.8% |
| YTD | +33.0% | -2.7% | +35.7% | +32.5% |
| 1Y | -9.3% | -8.6% | -0.7% | -7.8% |
| 3Y | +38.7% | +41.4% | -2.6% | +19.1% |
| 5Y | +967.2% | +39.9% | +927.3% | +810.8% |
| 10Y | +1,745.9% | +214.9% | +1,531.0% | +1,055.9% |
| All | +4,344.1% | +645.6% | +3,698.5% | +1,458.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling