+45.9%
ICE vs SN
+490.7%
-444.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -0.7% | -9.3% | +8.7% | +0.1% |
| 30D | +7.6% | -4.8% | +12.4% | +8.0% |
| 3M | +13.9% | +40.4% | -26.5% | +10.8% |
| 6M | -2.4% | +50.9% | -53.3% | -5.8% |
| YTD | +0.3% | +54.9% | -54.7% | -3.8% |
| 1Y | -6.4% | +43.0% | -49.4% | -9.8% |
| 3Y | +43.1% | +391.8% | -348.7% | +24.7% |
| All | +45.9% | +490.7% | -444.8% | +27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling