+16.5%
SNPS vs ICE
+42.0%
-25.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.8% |
| 7D | -5.5% | -1.2% | -4.3% | -4.9% |
| 30D | -5.8% | +5.0% | -10.7% | -8.5% |
| 3M | -17.2% | +13.9% | -31.1% | -24.1% |
| 6M | -10.4% | -4.4% | -6.0% | -8.3% |
| YTD | -16.5% | -1.9% | -14.6% | -16.6% |
| 1Y | -35.6% | -8.1% | -27.5% | -32.6% |
| 3Y | -14.6% | +42.5% | -57.1% | -35.9% |
| 5Y | +16.5% | +40.6% | -24.2% | -10.7% |
| All | +16.5% | +42.0% | -25.5% | -10.7% |
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