+164.9%
ASML vs SYY
+24.3%
+140.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.4% | +4.3% |
| 7D | +1.1% | -2.3% | +3.4% | +1.4% |
| 30D | +2.2% | -4.9% | +7.1% | +2.8% |
| 3M | -2.3% | +8.4% | -10.7% | -4.1% |
| 6M | +23.0% | -7.4% | +30.3% | +23.0% |
| YTD | +61.1% | +11.0% | +50.1% | +58.2% |
| 1Y | +129.1% | -0.2% | +129.3% | +127.8% |
| All | +164.9% | +24.3% | +140.7% | +149.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling