+213.7%
ICE vs SYY
+116.5%
+97.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | -2.4% | +3.9% | -6.3% | -3.5% |
| 30D | +4.0% | -1.7% | +5.8% | +4.5% |
| 3M | +13.7% | +5.2% | +8.5% | +12.0% |
| 6M | +0.9% | -0.2% | +1.1% | +0.2% |
| YTD | -2.1% | +15.4% | -17.5% | -7.3% |
| 1Y | -9.5% | +5.6% | -15.1% | -12.1% |
| 3Y | +42.1% | +28.9% | +13.2% | +28.8% |
| 5Y | +41.4% | +24.1% | +17.3% | +28.8% |
| All | +213.7% | +116.5% | +97.2% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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