+1,395.4%
ASML vs SAN
+236.7%
+1,158.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.2% | +7.3% | +6.1% |
| 7D | -9.0% | +4.9% | -13.9% | -11.3% |
| 30D | -21.0% | -13.0% | -8.0% | -16.0% |
| 3M | -16.3% | -18.9% | +2.6% | -8.4% |
| 6M | -7.5% | -4.1% | -3.4% | -6.6% |
| YTD | +34.0% | +2.6% | +31.4% | +31.1% |
| 1Y | +39.3% | +16.9% | +22.4% | +28.4% |
| 3Y | +128.9% | +239.1% | -110.2% | +27.1% |
| 5Y | +76.1% | +266.8% | -190.8% | -8.7% |
| All | +1,395.4% | +236.7% | +1,158.7% | +716.9% |
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