+94.8%
SNOW vs ICE
+40.8%
+54.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.7% |
| 7D | +8.4% | -0.9% | +9.2% | +9.3% |
| 30D | -1.0% | +4.0% | -4.9% | -2.6% |
| 3M | +38.3% | +11.0% | +27.3% | +31.0% |
| 6M | +81.3% | -5.0% | +86.2% | +88.8% |
| YTD | +51.1% | -2.7% | +53.8% | +54.4% |
| 1Y | +47.0% | -8.6% | +55.6% | +56.9% |
| All | +94.8% | +40.8% | +54.0% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling