+432.9%
SNXX vs ICE
-7.0%
+439.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.0% | +25.4% | +17.9% |
| 7D | +34.9% | -0.7% | +35.5% | +33.0% |
| 30D | +52.5% | +7.6% | +44.9% | +86.8% |
| 3M | -41.3% | +13.9% | -55.3% | +12.0% |
| 6M | +293.8% | -2.4% | +296.1% | +505.0% |
| All | +432.9% | -7.0% | +439.9% | +681.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling