+66.4%
ICE vs SYF
+162.6%
-96.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +1.0% | -4.3% | +5.3% | +1.6% |
| 30D | +11.4% | +1.0% | +10.4% | +11.3% |
| 3M | +16.2% | -6.4% | +22.6% | +17.1% |
| 6M | +12.5% | +1.0% | +11.5% | +12.0% |
| YTD | +8.6% | -10.7% | +19.3% | +9.5% |
| 1Y | +18.4% | +1.8% | +16.6% | +17.5% |
| 3Y | +66.4% | +165.8% | -99.4% | +50.2% |
| All | +66.4% | +162.6% | -96.2% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling