+19.5%
ICE vs SN
+140.3%
-120.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.7% | +1.4% |
| 7D | +3.2% | +7.6% | -4.4% | +3.1% |
| 30D | +12.9% | +22.4% | -9.5% | +12.9% |
| 3M | +17.5% | +21.7% | -4.1% | +17.5% |
| 6M | +14.0% | +102.8% | -88.8% | +15.9% |
| YTD | +10.0% | +102.4% | -92.4% | +10.7% |
| 1Y | +19.5% | +139.0% | -119.4% | +16.7% |
| All | +19.5% | +140.3% | -120.8% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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