+117.9%
ASML vs SYF
+159.7%
-41.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.3% | -8.1% | -8.9% |
| 7D | -19.0% | -3.8% | -15.3% | -17.9% |
| 30D | -25.9% | +2.6% | -28.6% | -26.6% |
| 3M | -19.1% | -6.5% | -12.5% | -17.3% |
| 6M | -5.7% | +0.8% | -6.6% | -6.8% |
| YTD | +27.6% | -10.1% | +37.7% | +30.6% |
| 1Y | +30.8% | +0.8% | +29.9% | +28.2% |
| All | +117.9% | +159.7% | -41.8% | +63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling