+92.7%
ASML vs SYY
+12.2%
+80.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | +2.5% | 0.0% | +2.5% | +2.7% |
| 30D | -12.2% | -2.2% | -10.0% | -12.0% |
| 3M | -14.6% | -8.0% | -6.6% | -12.5% |
| 6M | -1.7% | +7.5% | -9.2% | -6.7% |
| YTD | +44.3% | +7.4% | +36.9% | +35.6% |
| 1Y | +51.0% | +4.9% | +46.1% | +43.3% |
| 3Y | +137.6% | +24.1% | +113.5% | +93.4% |
| 5Y | +92.7% | +13.4% | +79.4% | +70.8% |
| All | +92.7% | +12.2% | +80.6% | +70.8% |
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 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