+80,969.6%
ASML vs SYY
+2,290.5%
+78,679.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.2% | +2.9% | +4.2% |
| 7D | -9.0% | -7.3% | -1.7% | -6.5% |
| 30D | -21.0% | +0.1% | -21.1% | -21.4% |
| 3M | -16.3% | -8.9% | -7.4% | -13.8% |
| 6M | -7.5% | +5.5% | -13.0% | -10.9% |
| YTD | +34.0% | +6.6% | +27.4% | +27.6% |
| 1Y | +39.3% | +7.7% | +31.6% | +31.8% |
| 3Y | +128.9% | +24.0% | +104.8% | +99.7% |
| 5Y | +76.1% | +7.3% | +68.8% | +63.8% |
| 10Y | +1,428.4% | +105.7% | +1,322.7% | +861.2% |
| All | +80,969.6% | +2,290.5% | +78,679.1% | +24,728.6% |
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