+1,395.4%
ASML vs SYF
+221.7%
+1,173.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.5% | +5.2% |
| 7D | -9.0% | -2.1% | -6.9% | -8.3% |
| 30D | -21.0% | +2.5% | -23.5% | -21.8% |
| 3M | -16.3% | -6.3% | -10.0% | -14.4% |
| 6M | -7.5% | -1.5% | -6.1% | -7.9% |
| YTD | +34.0% | -10.5% | +44.5% | +38.0% |
| 1Y | +39.3% | +1.5% | +37.8% | +36.3% |
| 3Y | +128.9% | +163.3% | -34.4% | +47.1% |
| 5Y | +76.1% | +66.8% | +9.3% | +31.6% |
| All | +1,395.4% | +221.7% | +1,173.7% | +766.1% |
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