+678.9%
SYK vs ICE
+2,249.6%
-1,570.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.8% |
| 7D | -12.3% | -5.3% | -7.0% | -11.0% |
| 30D | -22.4% | +3.0% | -25.5% | -23.1% |
| 3M | -12.3% | +11.4% | -23.8% | -14.8% |
| 6M | -24.3% | -2.0% | -22.3% | -24.0% |
| YTD | -22.8% | -3.1% | -19.6% | -22.4% |
| 1Y | -28.8% | -8.4% | -20.4% | -27.5% |
| 3Y | -4.0% | +40.7% | -44.7% | -12.6% |
| 5Y | +3.8% | +40.0% | -36.1% | -5.5% |
| 10Y | +172.8% | +213.5% | -40.7% | +108.9% |
| All | +678.9% | +2,249.6% | -1,570.7% | +329.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling