+129.1%
ASML vs SYF
+7.1%
+122.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +1.1% | +2.4% | -1.3% | +0.3% |
| 30D | +2.2% | +0.8% | +1.3% | +1.9% |
| 3M | -2.3% | +13.4% | -15.7% | -7.4% |
| 6M | +23.0% | +16.3% | +6.6% | +15.7% |
| YTD | +61.1% | -3.0% | +64.1% | +57.8% |
| 1Y | +129.1% | +5.7% | +123.4% | +120.6% |
| All | +129.1% | +7.1% | +122.1% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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