+133.5%
ASML vs SYY
+25.9%
+107.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -2.9% | +4.7% | -7.6% | -3.1% |
| 30D | -15.2% | -0.7% | -14.5% | -15.3% |
| 3M | -12.9% | -6.8% | -6.1% | -12.5% |
| 6M | -5.0% | +8.6% | -13.7% | -7.3% |
| YTD | +41.8% | +8.4% | +33.4% | +39.3% |
| 1Y | +46.0% | +7.1% | +38.9% | +43.5% |
| 3Y | +133.5% | +25.2% | +108.3% | +111.8% |
| All | +133.5% | +25.9% | +107.6% | +111.8% |
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