+108.6%
ASML vs SYF
+89.0%
+19.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +1.1% | +2.4% | -1.3% | 0.0% |
| 30D | +2.2% | +0.8% | +1.3% | +1.7% |
| 3M | -2.3% | +13.4% | -15.7% | -8.4% |
| 6M | +23.0% | +16.3% | +6.6% | +14.1% |
| YTD | +61.1% | -3.0% | +64.1% | +60.8% |
| 1Y | +129.1% | +5.7% | +123.4% | +119.2% |
| 3Y | +165.4% | +160.1% | +5.2% | +54.4% |
| All | +108.6% | +89.0% | +19.6% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling