-7.5%
ASML vs SYY
+5.0%
-12.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.2% | +2.9% | +6.0% |
| 7D | -9.0% | -7.3% | -1.7% | -12.8% |
| 30D | -21.0% | +0.1% | -21.1% | -19.8% |
| 3M | -16.3% | -8.9% | -7.4% | -20.2% |
| 6M | -7.5% | +5.5% | -13.0% | -5.0% |
| All | -7.5% | +5.0% | -12.6% | -5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling