+684.5%
SNPS vs ICE
+245.5%
+439.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -2.3% |
| 7D | -0.6% | +3.2% | -3.8% | -2.4% |
| 30D | -9.8% | +12.9% | -22.7% | -16.6% |
| 3M | +11.7% | +17.5% | -5.8% | +0.6% |
| 6M | -10.9% | +14.0% | -24.9% | -19.1% |
| YTD | -2.1% | +10.0% | -12.1% | -9.7% |
| 1Y | +14.8% | +19.5% | -4.8% | 0.0% |
| 3Y | -11.3% | +66.8% | -78.1% | -38.6% |
| 5Y | +36.2% | +40.3% | -4.1% | +4.7% |
| 10Y | +684.5% | +249.7% | +434.8% | +307.4% |
| All | +684.5% | +245.5% | +439.0% | +307.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling