+575.2%
SO vs ICE
+2,506.4%
-1,931.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -1.5% | +2.0% | -3.5% | -1.8% |
| 30D | +8.1% | +12.9% | -4.8% | +6.1% |
| 3M | +0.2% | +15.4% | -15.2% | -2.0% |
| 6M | +0.4% | +13.1% | -12.7% | -1.7% |
| YTD | +8.5% | +7.5% | +1.0% | +6.8% |
| 1Y | +4.9% | +18.3% | -13.4% | +1.8% |
| 3Y | +47.9% | +65.9% | -18.0% | +36.0% |
| 5Y | +75.7% | +35.2% | +40.5% | +65.6% |
| 10Y | +178.0% | +266.7% | -88.8% | +130.5% |
| All | +575.2% | +2,506.4% | -1,931.2% | +361.4% |
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 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