+196.4%
SO vs ICE
+259.6%
-63.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +1.4% | +3.6% | -2.3% | 0.0% |
| 30D | +4.7% | +15.1% | -10.4% | -0.6% |
| 3M | +1.7% | +15.4% | -13.7% | -3.8% |
| 6M | +2.2% | +16.1% | -14.0% | -3.8% |
| YTD | +10.0% | +11.4% | -1.4% | +4.4% |
| 1Y | +6.0% | +18.5% | -12.4% | -1.9% |
| 3Y | +54.1% | +70.5% | -16.4% | +21.2% |
| 5Y | +79.6% | +40.9% | +38.7% | +50.5% |
| All | +196.4% | +259.6% | -63.2% | +103.4% |
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 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