+162.0%
SO vs ICE
+215.5%
-53.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | 0.0% | -0.9% | +0.9% | +0.3% |
| 30D | -2.5% | +4.0% | -6.4% | -4.0% |
| 3M | -4.2% | +11.0% | -15.1% | -8.1% |
| 6M | -7.7% | -5.0% | -2.7% | -6.4% |
| YTD | +3.8% | -2.7% | +6.5% | +3.7% |
| 1Y | +0.1% | -8.6% | +8.7% | +2.2% |
| 3Y | +44.2% | +41.4% | +2.8% | +22.2% |
| 5Y | +57.9% | +39.9% | +18.0% | +31.4% |
| 10Y | +162.0% | +214.9% | -52.9% | +89.8% |
| All | +162.0% | +215.5% | -53.5% | +89.8% |
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