+52.0%
SNOW vs ICE
-7.2%
+59.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -4.6% |
| 7D | +2.8% | -0.7% | +3.5% | +3.0% |
| 30D | +6.4% | +7.6% | -1.2% | +4.4% |
| 3M | +38.1% | +13.9% | +24.1% | +33.7% |
| 6M | +100.4% | -2.4% | +102.7% | +103.0% |
| YTD | +53.7% | +0.3% | +53.5% | +57.4% |
| 1Y | +52.0% | -6.4% | +58.4% | +49.4% |
| All | +52.0% | -7.2% | +59.1% | +49.4% |
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