+128.9%
ASML vs SYY
+23.5%
+105.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.2% | +2.9% | +4.9% |
| 7D | -9.0% | -7.3% | -1.7% | -8.5% |
| 30D | -21.0% | +0.1% | -21.1% | -21.2% |
| 3M | -16.3% | -8.9% | -7.4% | -15.7% |
| 6M | -7.5% | +5.5% | -13.0% | -9.4% |
| YTD | +34.0% | +6.6% | +27.4% | +31.8% |
| 1Y | +39.3% | +7.7% | +31.6% | +36.6% |
| 3Y | +128.9% | +24.0% | +104.8% | +105.0% |
| All | +128.9% | +23.5% | +105.4% | +105.0% |
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 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