+233.5%
ICE vs SNAP
-79.3%
+312.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.8% |
| 7D | +2.0% | -7.1% | +9.1% | +2.4% |
| 30D | +12.9% | -14.6% | +27.5% | +13.9% |
| 3M | +15.4% | -5.0% | +20.4% | +15.4% |
| 6M | +13.1% | -18.8% | +31.9% | +13.9% |
| YTD | +7.5% | -38.5% | +46.0% | +9.8% |
| 1Y | +18.3% | -38.1% | +56.4% | +20.8% |
| 3Y | +65.9% | -53.8% | +119.7% | +67.2% |
| 5Y | +35.2% | -90.7% | +125.9% | +43.8% |
| All | +233.5% | -79.3% | +312.8% | +208.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling