-91.0%
SNDQ vs ICE
+11.4%
-102.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +2.3% | +12.9% | +6.3% |
| 7D | +66.1% | +12.2% | +54.0% | +12.7% |
| 30D | +122.5% | +15.0% | +107.6% | +40.5% |
| 3M | +11.6% | +17.6% | -6.1% | -40.6% |
| 6M | -82.2% | +12.6% | -94.8% | -91.0% |
| All | -91.0% | +11.4% | -102.4% | -95.4% |
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