+1,557.1%
ASML vs SYY
+88.7%
+1,468.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.5% |
| 7D | +4.9% | +0.3% | +4.6% | +4.9% |
| 30D | -9.3% | -4.8% | -4.5% | -8.1% |
| 3M | -19.0% | -7.1% | -11.9% | -17.5% |
| 6M | -5.2% | +6.8% | -12.0% | -8.6% |
| YTD | +40.6% | +7.7% | +32.9% | +34.3% |
| 1Y | +47.5% | +5.7% | +41.8% | +41.6% |
| 3Y | +133.9% | +24.6% | +109.3% | +106.7% |
| 5Y | +83.8% | +15.6% | +68.2% | +68.8% |
| All | +1,557.1% | +88.7% | +1,468.4% | +1,102.0% |
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