+2,316.3%
ICE vs SYY
+369.2%
+1,947.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.8% | -1.5% |
| 7D | -0.7% | -2.3% | +1.6% | +0.3% |
| 30D | +7.6% | -4.9% | +12.6% | +9.9% |
| 3M | +13.9% | +8.4% | +5.6% | +9.8% |
| 6M | -2.4% | -7.4% | +5.0% | -0.4% |
| YTD | +0.3% | +11.0% | -10.7% | -6.3% |
| 1Y | -6.4% | -0.2% | -6.2% | -8.4% |
| 3Y | +43.1% | +23.8% | +19.3% | +25.0% |
| 5Y | +42.1% | +18.1% | +24.0% | +24.4% |
| 10Y | +220.9% | +94.6% | +126.3% | +80.3% |
| All | +2,316.3% | +369.2% | +1,947.0% | +557.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling