+1,559.3%
ASML vs SAP
+236.1%
+1,323.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +10.4% | -3.9% | +14.2% | +12.8% |
| 30D | -12.7% | +6.5% | -19.2% | -16.7% |
| 3M | -17.2% | +14.7% | -31.8% | -25.4% |
| 6M | -1.3% | +39.9% | -41.2% | -25.7% |
| YTD | +40.8% | -2.0% | +42.8% | +32.7% |
| 1Y | +45.2% | -6.0% | +51.2% | +41.5% |
| 3Y | +131.8% | +67.7% | +64.1% | +38.5% |
| 5Y | +84.0% | +78.8% | +5.2% | +3.2% |
| All | +1,559.3% | +236.1% | +1,323.2% | +434.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling