+83.4%
SNOW vs ICE
+69.4%
+14.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -2.9% | -2.7% |
| 7D | +5.5% | +3.6% | +1.9% | +3.8% |
| 30D | -13.2% | +15.1% | -28.2% | -19.4% |
| 3M | -13.7% | +15.4% | -29.1% | -19.8% |
| 6M | +91.0% | +16.1% | +74.9% | +77.3% |
| YTD | +32.7% | +11.4% | +21.3% | +26.1% |
| 1Y | +13.3% | +18.5% | -5.2% | +3.6% |
| 3Y | +83.4% | +70.5% | +12.8% | +24.4% |
| All | +83.4% | +69.4% | +14.0% | +24.4% |
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 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