+67.7%
ASML vs SAP
+77.5%
-9.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.5% | -10.8% | -10.1% |
| 7D | -19.0% | +4.0% | -23.1% | -20.9% |
| 30D | -25.9% | +15.7% | -41.6% | -31.9% |
| 3M | -19.1% | +23.4% | -42.5% | -29.0% |
| 6M | -5.7% | +41.3% | -47.0% | -26.7% |
| YTD | +27.6% | +2.0% | +25.6% | +23.2% |
| 1Y | +30.8% | -5.1% | +35.9% | +34.7% |
| 3Y | +116.2% | +82.1% | +34.1% | +10.0% |
| 5Y | +67.7% | +77.2% | -9.5% | -20.2% |
| All | +67.7% | +77.5% | -9.8% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling