+195.7%
SO vs ICE
+250.3%
-54.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | -0.4% |
| 7D | -0.1% | +3.2% | -3.3% | -1.3% |
| 30D | +8.7% | +12.9% | -4.2% | +3.9% |
| 3M | +3.4% | +17.5% | -14.2% | -2.8% |
| 6M | +3.7% | +14.0% | -10.3% | -1.7% |
| YTD | +10.0% | +10.0% | 0.0% | +4.9% |
| 1Y | +6.6% | +19.5% | -12.9% | -1.8% |
| 3Y | +52.5% | +66.8% | -14.3% | +21.0% |
| 5Y | +76.1% | +40.3% | +35.7% | +47.6% |
| All | +195.7% | +250.3% | -54.6% | +102.3% |
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 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