+1,872.2%
SNPS vs ICE
+2,331.7%
-459.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -4.9% |
| 7D | -11.0% | -0.7% | -10.4% | -10.9% |
| 30D | -1.7% | +7.6% | -9.4% | -3.6% |
| 3M | -20.4% | +13.9% | -34.3% | -23.3% |
| 6M | -8.6% | -2.4% | -6.3% | -8.5% |
| YTD | -16.2% | +0.3% | -16.4% | -16.7% |
| 1Y | -34.6% | -6.4% | -28.2% | -33.8% |
| 3Y | -14.5% | +43.1% | -57.6% | -22.4% |
| 5Y | +17.0% | +42.1% | -25.1% | +6.5% |
| 10Y | +560.0% | +220.9% | +339.1% | +407.7% |
| All | +1,872.2% | +2,331.7% | -459.6% | +949.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling