+97,349.8%
ASML vs SYY
+2,389.8%
+94,960.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.4% | +4.7% |
| 7D | +1.1% | -2.3% | +3.4% | +2.0% |
| 30D | +2.2% | -4.9% | +7.1% | +4.2% |
| 3M | -2.3% | +8.4% | -10.7% | -6.1% |
| 6M | +23.0% | -7.4% | +30.3% | +25.5% |
| YTD | +61.1% | +11.0% | +50.1% | +52.1% |
| 1Y | +129.1% | -0.2% | +129.3% | +125.1% |
| 3Y | +165.4% | +23.8% | +141.6% | +133.4% |
| 5Y | +109.5% | +18.1% | +91.3% | +88.5% |
| 10Y | +1,645.7% | +94.6% | +1,551.1% | +1,035.8% |
| All | +97,349.8% | +2,389.8% | +94,960.0% | +29,485.8% |
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 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