+97,349.8%
ASML vs SAN
+2,386.7%
+94,963.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.0% |
| 3M | -2.3% | +19.7% | -22.0% | -11.7% |
| 6M | +23.0% | +30.6% | -7.7% | +6.2% |
| YTD | +61.1% | +28.8% | +32.2% | +39.6% |
| 1Y | +129.1% | +57.8% | +71.3% | +77.4% |
| 3Y | +165.4% | +338.1% | -172.8% | +13.8% |
| 5Y | +109.5% | +384.2% | -274.8% | -18.1% |
| 10Y | +1,645.7% | +353.1% | +1,292.6% | +521.1% |
| All | +97,349.8% | +2,386.7% | +94,963.0% | +12,307.0% |
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