+214.9%
ICE vs SYF
+257.7%
-42.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | -0.9% | -1.3% | +0.5% | -0.6% |
| 30D | +4.0% | -1.1% | +5.0% | +4.2% |
| 3M | +11.0% | +7.4% | +3.6% | +8.9% |
| 6M | -5.0% | +16.2% | -21.2% | -8.5% |
| YTD | -2.7% | -6.1% | +3.4% | -2.2% |
| 1Y | -8.6% | +3.4% | -12.0% | -10.2% |
| 3Y | +41.4% | +162.9% | -121.5% | +8.5% |
| 5Y | +39.9% | +85.6% | -45.7% | +13.4% |
| 10Y | +214.9% | +262.7% | -47.8% | +91.1% |
| All | +214.9% | +257.7% | -42.8% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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