+368.8%
SNXX vs ICE
-9.2%
+378.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.0% | -8.1% | -4.3% |
| 7D | -12.0% | -2.4% | -9.6% | -17.6% |
| 30D | +37.9% | +4.0% | +33.9% | +53.9% |
| 3M | -52.7% | +13.7% | -66.3% | -12.5% |
| 6M | +194.8% | +0.9% | +193.8% | +369.9% |
| All | +368.8% | -9.2% | +378.0% | +543.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling