+2,258.4%
ICE vs SNY
+148.9%
+2,109.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -2.4% | -3.3% | +0.9% | -0.8% |
| 30D | +4.0% | -2.2% | +6.2% | +5.1% |
| 3M | +13.7% | -3.0% | +16.7% | +15.1% |
| 6M | +0.9% | +2.7% | -1.8% | -1.0% |
| YTD | -2.1% | -6.8% | +4.7% | +0.3% |
| 1Y | -9.5% | -5.3% | -4.3% | -8.6% |
| 3Y | +42.1% | -9.8% | +51.9% | +40.0% |
| 5Y | +41.4% | +9.7% | +31.7% | +20.5% |
| 10Y | +216.7% | +64.5% | +152.2% | +99.0% |
| All | +2,258.4% | +148.9% | +2,109.5% | +753.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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