+1,681.2%
ASML vs SYF
+313.9%
+1,367.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | -10.0% | -0.4% | -9.6% | -9.9% |
| 30D | -19.4% | +4.4% | -23.8% | -20.9% |
| 3M | -12.5% | -4.7% | -7.8% | -11.1% |
| 6M | +8.2% | +1.9% | +6.3% | +6.4% |
| YTD | +40.7% | -8.9% | +49.7% | +43.9% |
| 1Y | +46.1% | +4.1% | +42.1% | +41.6% |
| 3Y | +138.5% | +162.2% | -23.7% | +54.1% |
| 5Y | +84.2% | +73.9% | +10.3% | +36.0% |
| 10Y | +1,505.1% | +234.2% | +1,270.9% | +729.5% |
| All | +1,681.2% | +313.9% | +1,367.3% | +779.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling