+245.6%
ICE vs SNAP
-78.1%
+323.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | +3.6% | +6.0% | -2.4% | +3.2% |
| 30D | +15.1% | -13.8% | +28.9% | +16.0% |
| 3M | +15.4% | -0.8% | +16.1% | +15.1% |
| 6M | +16.1% | -6.2% | +22.4% | +15.9% |
| YTD | +11.4% | -34.8% | +46.2% | +13.3% |
| 1Y | +18.5% | -38.7% | +57.2% | +21.0% |
| 3Y | +70.5% | -53.5% | +124.0% | +71.9% |
| 5Y | +40.9% | -90.2% | +131.1% | +49.4% |
| All | +245.6% | -78.1% | +323.7% | +218.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling