+1,504.8%
ASML vs SYF
+219.4%
+1,285.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.5% |
| 7D | -0.8% | -4.3% | +3.4% | +0.8% |
| 30D | -14.9% | +1.0% | -15.9% | -15.3% |
| 3M | -13.0% | -6.4% | -6.6% | -10.9% |
| 6M | -4.7% | +1.0% | -5.7% | -6.0% |
| YTD | +42.3% | -10.7% | +53.0% | +46.7% |
| 1Y | +49.7% | +1.8% | +48.0% | +46.3% |
| 3Y | +144.3% | +165.8% | -21.6% | +56.1% |
| 5Y | +86.4% | +65.9% | +20.4% | +39.3% |
| 10Y | +1,504.8% | +206.0% | +1,298.9% | +822.2% |
| All | +1,504.8% | +219.4% | +1,285.4% | +822.2% |
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