+40.6%
ICE vs SYF
+89.0%
-48.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -1.9% |
| 7D | -1.2% | +2.6% | -3.8% | -1.6% |
| 30D | +5.0% | 0.0% | +4.9% | +4.9% |
| 3M | +13.9% | +11.9% | +2.0% | +11.5% |
| 6M | -4.4% | +18.9% | -23.3% | -7.5% |
| YTD | -1.9% | -4.6% | +2.7% | -1.8% |
| 1Y | -8.1% | +6.4% | -14.5% | -9.7% |
| 3Y | +42.5% | +167.2% | -124.7% | +15.1% |
| 5Y | +40.6% | +92.3% | -51.7% | +16.1% |
| All | +40.6% | +89.0% | -48.4% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling