+128.9%
ASML vs SAN
+235.5%
-106.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.2% | +7.3% | +6.1% |
| 7D | -9.0% | +4.9% | -13.9% | -11.5% |
| 30D | -21.0% | -13.0% | -8.0% | -15.5% |
| 3M | -16.3% | -18.9% | +2.6% | -7.5% |
| 6M | -7.5% | -4.1% | -3.4% | -6.8% |
| YTD | +34.0% | +2.6% | +31.4% | +30.3% |
| 1Y | +39.3% | +16.9% | +22.4% | +27.7% |
| 3Y | +128.9% | +239.1% | -110.2% | +35.3% |
| All | +128.9% | +235.5% | -106.6% | +35.3% |
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 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