+82.6%
SMR vs ICE
+40.8%
+41.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.9% |
| 7D | +13.1% | -0.9% | +13.9% | +13.3% |
| 30D | +17.8% | +4.0% | +13.8% | +14.9% |
| 3M | +8.1% | +11.0% | -2.9% | +1.3% |
| 6M | -11.1% | -5.0% | -6.1% | -7.3% |
| YTD | -23.7% | -2.7% | -21.0% | -22.8% |
| 1Y | -69.4% | -8.6% | -60.8% | -67.3% |
| All | +82.6% | +40.8% | +41.8% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling