+574.2%
SNPS vs ICE
+215.5%
+358.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.8% |
| 7D | -5.5% | -0.9% | -4.6% | -5.0% |
| 30D | -4.5% | +4.0% | -8.4% | -6.9% |
| 3M | -15.5% | +11.0% | -26.5% | -21.5% |
| 6M | -10.1% | -5.0% | -5.1% | -8.2% |
| YTD | -16.3% | -2.7% | -13.6% | -16.4% |
| 1Y | -34.9% | -8.6% | -26.3% | -32.3% |
| 3Y | -14.4% | +41.4% | -55.7% | -33.7% |
| 5Y | +17.9% | +39.9% | -22.0% | -8.7% |
| 10Y | +574.2% | +214.9% | +359.3% | +280.9% |
| All | +574.2% | +215.5% | +358.7% | +280.9% |
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