+47.9%
SO vs ICE
+65.6%
-17.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -1.5% | +2.0% | -3.5% | -1.9% |
| 30D | +8.1% | +12.9% | -4.8% | +5.4% |
| 3M | +0.2% | +15.4% | -15.2% | -2.8% |
| 6M | +0.4% | +13.1% | -12.7% | -2.4% |
| YTD | +8.5% | +7.5% | +1.0% | +5.8% |
| 1Y | +4.9% | +18.3% | -13.4% | -0.5% |
| 3Y | +47.9% | +65.9% | -18.0% | +24.1% |
| All | +47.9% | +65.6% | -17.7% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling