+584.8%
SO vs ICE
+2,568.3%
-1,983.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | -0.1% |
| 7D | -0.1% | +3.2% | -3.3% | -0.6% |
| 30D | +8.7% | +12.9% | -4.2% | +6.7% |
| 3M | +3.4% | +17.5% | -14.2% | +0.8% |
| 6M | +3.7% | +14.0% | -10.3% | +1.5% |
| YTD | +10.0% | +10.0% | 0.0% | +8.0% |
| 1Y | +6.6% | +19.5% | -12.9% | +3.2% |
| 3Y | +52.5% | +66.8% | -14.3% | +40.1% |
| 5Y | +76.1% | +40.3% | +35.7% | +65.0% |
| 10Y | +194.9% | +249.7% | -54.8% | +145.6% |
| All | +584.8% | +2,568.3% | -1,983.5% | +366.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling