+2,684.0%
SNDK vs ICE
-7.2%
+2,691.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.0% | +13.9% | +9.8% |
| 7D | +17.2% | -0.7% | +17.8% | +16.6% |
| 30D | +28.8% | +7.6% | +21.2% | +39.2% |
| 3M | -1.1% | +13.9% | -15.1% | +22.4% |
| 6M | +190.5% | -2.4% | +192.8% | +236.8% |
| YTD | +633.0% | +0.3% | +632.7% | +763.0% |
| 1Y | +2,684.0% | -6.4% | +2,690.4% | +3,474.8% |
| All | +2,684.0% | -7.2% | +2,691.2% | +3,474.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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