+47.5%
ASML vs SYY
+5.3%
+42.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.2% |
| 7D | +4.9% | +0.3% | +4.6% | +4.9% |
| 30D | -9.3% | -4.8% | -4.5% | -9.2% |
| 3M | -19.0% | -7.1% | -11.9% | -18.6% |
| 6M | -5.2% | +6.8% | -12.0% | -8.6% |
| YTD | +40.6% | +7.7% | +32.9% | +44.5% |
| 1Y | +47.5% | +5.7% | +41.8% | +49.7% |
| All | +47.5% | +5.3% | +42.2% | +49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling