+101.7%
SMR vs ICE
+69.4%
+32.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.4% |
| 7D | -8.3% | +3.6% | -11.9% | -9.3% |
| 30D | -20.1% | +15.1% | -35.2% | -24.3% |
| 3M | -52.7% | +15.4% | -68.1% | -55.5% |
| 6M | -61.0% | +16.1% | -77.2% | -63.2% |
| YTD | -67.1% | +11.4% | -78.5% | -68.4% |
| 1Y | -79.9% | +18.5% | -98.3% | -81.5% |
| 3Y | +101.7% | +70.5% | +31.2% | +90.4% |
| All | +101.7% | +69.4% | +32.3% | +90.4% |
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