+164.9%
ASML vs SAP
+62.3%
+102.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.4% |
| 7D | +1.1% | -2.9% | +4.0% | +1.9% |
| 30D | +2.2% | +9.0% | -6.8% | -0.7% |
| 3M | -2.3% | +14.9% | -17.2% | -6.1% |
| 6M | +23.0% | +11.9% | +11.1% | +18.8% |
| YTD | +61.1% | -9.9% | +71.0% | +74.1% |
| 1Y | +129.1% | -19.5% | +148.6% | +168.8% |
| All | +164.9% | +62.3% | +102.7% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling