-26.1%
SNOW vs ICE
+40.5%
-66.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -2.9% | -2.9% |
| 7D | +5.5% | +3.6% | +1.9% | +2.6% |
| 30D | -13.2% | +15.1% | -28.2% | -23.6% |
| 3M | -13.7% | +15.4% | -29.1% | -24.0% |
| 6M | +91.0% | +16.1% | +74.9% | +66.2% |
| YTD | +32.7% | +11.4% | +21.3% | +18.9% |
| 1Y | +13.3% | +18.5% | -5.2% | -4.8% |
| 3Y | +83.4% | +70.5% | +12.8% | -2.5% |
| All | -26.1% | +40.5% | -66.6% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling