+1.5%
SMR vs ICE
+29.1%
-27.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.1% | -5.4% |
| 7D | +4.7% | -5.3% | +10.1% | +7.1% |
| 30D | +3.2% | +3.0% | +0.2% | +1.5% |
| 3M | +9.9% | +11.4% | -1.5% | +3.5% |
| 6M | -15.1% | -2.0% | -13.1% | -14.4% |
| YTD | -27.9% | -3.1% | -24.8% | -27.4% |
| 1Y | -70.2% | -8.4% | -61.9% | -69.2% |
| 3Y | +72.5% | +40.7% | +31.7% | +48.7% |
| All | +1.5% | +29.1% | -27.6% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling