+164.9%
ASML vs SAN
+339.3%
-174.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.6% |
| 7D | +1.1% | +1.8% | -0.7% | +0.1% |
| 30D | +2.2% | +2.0% | +0.2% | +1.1% |
| 3M | -2.3% | +19.7% | -22.0% | -11.4% |
| 6M | +23.0% | +30.6% | -7.7% | +6.8% |
| YTD | +61.1% | +28.8% | +32.2% | +40.5% |
| 1Y | +129.1% | +57.8% | +71.3% | +82.5% |
| All | +164.9% | +339.3% | -174.4% | +37.9% |
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 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