+117.9%
ASML vs SAN
+243.2%
-125.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.8% | -9.1% |
| 7D | -19.0% | +3.5% | -22.5% | -20.5% |
| 30D | -25.9% | -13.2% | -12.7% | -20.6% |
| 3M | -19.1% | -16.9% | -2.1% | -11.5% |
| 6M | -5.7% | +2.3% | -8.1% | -7.9% |
| YTD | +27.6% | +4.9% | +22.6% | +22.8% |
| 1Y | +30.8% | +20.4% | +10.3% | +18.3% |
| All | +117.9% | +243.2% | -125.3% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling