+3.7%
SO vs ICE
+21.0%
-17.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -1.0% |
| 7D | +1.7% | +12.2% | -10.4% | +0.3% |
| 30D | +11.1% | +15.0% | -3.8% | +9.4% |
| 3M | +0.7% | +17.6% | -16.9% | -1.2% |
| 6M | -1.4% | +12.6% | -14.0% | -3.7% |
| YTD | +9.4% | +9.1% | +0.3% | +5.8% |
| 1Y | +3.7% | +20.6% | -16.9% | -2.3% |
| All | +3.7% | +21.0% | -17.3% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling