-7.2%
SYK vs ICE
+40.2%
-47.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.8% |
| 7D | -12.3% | -5.3% | -7.0% | -10.3% |
| 30D | -22.4% | +3.0% | -25.5% | -23.3% |
| 3M | -12.3% | +11.4% | -23.8% | -15.9% |
| 6M | -24.3% | -2.0% | -22.3% | -23.9% |
| YTD | -22.8% | -3.1% | -19.6% | -22.5% |
| 1Y | -28.8% | -8.4% | -20.4% | -26.9% |
| All | -7.2% | +40.2% | -47.4% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling