+1,559.3%
ASML vs SYF
+176.2%
+1,383.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.2% |
| 7D | +10.4% | -3.3% | +13.6% | +11.8% |
| 30D | -12.7% | -2.2% | -10.6% | -12.0% |
| 3M | -17.2% | -9.3% | -7.8% | -14.2% |
| 6M | -1.3% | +2.1% | -3.4% | -3.0% |
| YTD | +40.8% | -12.6% | +53.4% | +46.4% |
| 1Y | +45.2% | -3.4% | +48.7% | +44.8% |
| 3Y | +131.8% | +156.5% | -24.7% | +49.8% |
| 5Y | +84.0% | +59.6% | +24.4% | +39.3% |
| All | +1,559.3% | +176.2% | +1,383.1% | +830.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling