-1.0%
SO vs ICE
-9.0%
+8.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -1.1% | -5.3% | +4.2% | -0.7% |
| 30D | -3.7% | +3.0% | -6.8% | -4.1% |
| 3M | -5.9% | +11.4% | -17.3% | -7.1% |
| 6M | -7.3% | -2.0% | -5.3% | -8.2% |
| YTD | +3.1% | -3.1% | +6.2% | +1.7% |
| 1Y | -1.0% | -8.4% | +7.4% | -1.4% |
| All | -1.0% | -9.0% | +8.1% | -1.4% |
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 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