+82.7%
ASML vs SYY
+15.0%
+67.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.5% |
| 7D | +4.9% | +0.3% | +4.6% | +4.8% |
| 30D | -9.3% | -4.8% | -4.5% | -8.0% |
| 3M | -19.0% | -7.1% | -11.9% | -17.3% |
| 6M | -5.2% | +6.8% | -12.0% | -9.7% |
| YTD | +40.6% | +7.7% | +32.9% | +32.0% |
| 1Y | +47.5% | +5.7% | +41.8% | +39.4% |
| 3Y | +133.9% | +24.6% | +109.3% | +89.8% |
| All | +82.7% | +15.0% | +67.6% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling