-95.5%
SNDQ vs ICE
-1.1%
-94.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.4% | +8.4% | +9.7% |
| 7D | -20.4% | -5.3% | -15.0% | +0.2% |
| 30D | -54.5% | +3.0% | -57.5% | -61.7% |
| 3M | -79.1% | +11.4% | -90.5% | -88.8% |
| All | -95.5% | -1.1% | -94.4% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling