+85,040.9%
ASML vs SAN
+1,935.3%
+83,105.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.4% | -10.0% | -7.1% |
| 7D | -10.0% | +4.5% | -14.5% | -12.4% |
| 30D | -19.4% | -12.1% | -7.4% | -14.0% |
| 3M | -12.5% | -15.6% | +3.1% | -4.9% |
| 6M | +8.2% | +5.8% | +2.4% | +3.9% |
| YTD | +40.7% | +5.5% | +35.3% | +34.9% |
| 1Y | +46.1% | +23.6% | +22.6% | +28.5% |
| 3Y | +138.5% | +244.9% | -106.4% | +15.9% |
| 5Y | +84.2% | +282.2% | -198.0% | -18.2% |
| 10Y | +1,505.1% | +255.8% | +1,249.4% | +550.5% |
| All | +85,040.9% | +1,935.3% | +83,105.6% | +11,894.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling