+39.3%
ASML vs SAN
+16.7%
+22.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.2% | +7.3% | +6.3% |
| 7D | -9.0% | +4.9% | -13.9% | -12.0% |
| 30D | -21.0% | -13.0% | -8.0% | -14.1% |
| 3M | -16.3% | -18.9% | +2.6% | -5.2% |
| 6M | -7.5% | -4.1% | -3.4% | -7.8% |
| YTD | +34.0% | +2.6% | +31.4% | +25.4% |
| 1Y | +39.3% | +16.9% | +22.4% | +20.3% |
| All | +39.3% | +16.7% | +22.6% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling