+1,557.1%
ASML vs SAN
+270.1%
+1,287.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.4% |
| 7D | +4.9% | +4.0% | +0.9% | +3.1% |
| 30D | -9.3% | -7.8% | -1.4% | -6.1% |
| 3M | -19.0% | -16.4% | -2.6% | -12.5% |
| 6M | -5.2% | +3.5% | -8.7% | -7.6% |
| YTD | +40.6% | +6.7% | +33.9% | +35.1% |
| 1Y | +47.5% | +14.5% | +33.0% | +37.2% |
| 3Y | +133.9% | +243.5% | -109.6% | +29.0% |
| 5Y | +83.8% | +296.2% | -212.4% | -8.0% |
| All | +1,557.1% | +270.1% | +1,287.0% | +798.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling