+1,534.9%
ASML vs SYY
+86.7%
+1,448.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -2.9% | +4.7% | -7.6% | -4.3% |
| 30D | -15.2% | -0.7% | -14.5% | -15.4% |
| 3M | -12.9% | -6.8% | -6.1% | -11.4% |
| 6M | -5.0% | +8.6% | -13.7% | -9.0% |
| YTD | +41.8% | +8.4% | +33.4% | +35.1% |
| 1Y | +46.0% | +7.1% | +38.9% | +39.6% |
| 3Y | +133.5% | +25.2% | +108.3% | +106.0% |
| 5Y | +93.0% | +13.0% | +80.0% | +78.6% |
| 10Y | +1,534.9% | +88.9% | +1,446.0% | +1,085.9% |
| All | +1,534.9% | +86.7% | +1,448.2% | +1,085.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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