-8.6%
ICE vs SNAP
-26.1%
+17.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | -0.9% | -5.0% | +4.2% | -0.5% |
| 30D | +4.0% | -0.7% | +4.7% | +3.9% |
| 3M | +11.0% | -5.0% | +16.0% | +10.7% |
| 6M | -5.0% | +3.5% | -8.5% | -6.0% |
| YTD | -2.7% | -34.2% | +31.5% | -1.4% |
| 1Y | -8.6% | -27.1% | +18.4% | -7.5% |
| All | -8.6% | -26.1% | +17.5% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling