-14.4%
SMR vs ICE
+30.4%
-44.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.0% | -16.7% | -16.1% |
| 7D | -11.2% | -2.4% | -8.8% | -10.5% |
| 30D | -10.2% | +4.0% | -14.2% | -12.1% |
| 3M | -10.0% | +13.7% | -23.7% | -16.1% |
| 6M | -30.5% | +0.9% | -31.4% | -30.9% |
| YTD | -39.2% | -2.1% | -37.1% | -39.1% |
| 1Y | -75.5% | -9.5% | -66.0% | -74.4% |
| 3Y | +45.4% | +42.1% | +3.4% | +24.8% |
| All | -14.4% | +30.4% | -44.8% | -31.1% |
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 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