+77,094.7%
ASML vs SYY
+2,240.2%
+74,854.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.2% | -7.1% | -8.4% |
| 7D | -19.0% | -8.8% | -10.2% | -16.3% |
| 30D | -25.9% | -2.9% | -23.1% | -25.5% |
| 3M | -19.1% | -10.7% | -8.4% | -16.0% |
| 6M | -5.7% | +4.0% | -9.7% | -8.7% |
| YTD | +27.6% | +4.3% | +23.3% | +22.5% |
| 1Y | +30.8% | +5.0% | +25.7% | +24.9% |
| 3Y | +116.2% | +21.1% | +95.2% | +90.5% |
| 5Y | +67.7% | +5.0% | +62.7% | +57.3% |
| 10Y | +1,355.3% | +101.4% | +1,253.9% | +822.8% |
| All | +77,094.7% | +2,240.2% | +74,854.5% | +23,737.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling