+3.6%
SNOW vs ICE
+39.3%
-35.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.5% |
| 7D | +8.4% | -0.9% | +9.2% | +9.7% |
| 30D | -1.0% | +4.0% | -4.9% | -3.7% |
| 3M | +38.3% | +11.0% | +27.3% | +26.3% |
| 6M | +81.3% | -5.0% | +86.2% | +90.0% |
| YTD | +51.1% | -2.7% | +53.8% | +53.4% |
| 1Y | +47.0% | -8.6% | +55.6% | +57.0% |
| 3Y | +99.7% | +41.4% | +58.4% | +29.2% |
| 5Y | +3.6% | +39.9% | -36.3% | -32.2% |
| All | +3.6% | +39.3% | -35.7% | -32.2% |
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