-5.3%
SYK vs ICE
+21.0%
-26.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.3% | +7.0% | +8.5% |
| 7D | +11.7% | +12.2% | -0.4% | +7.3% |
| 30D | +19.1% | +15.0% | +4.1% | +13.3% |
| 3M | +1.4% | +17.6% | -16.2% | -4.2% |
| 6M | +17.4% | +12.6% | +4.8% | +11.6% |
| YTD | -2.5% | +9.1% | -11.7% | -7.7% |
| 1Y | -5.3% | +20.6% | -25.9% | -16.1% |
| All | -5.3% | +21.0% | -26.3% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling