+108.6%
ASML vs SAP
+55.2%
+53.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.7% |
| 7D | +1.1% | -2.9% | +4.0% | +2.7% |
| 30D | +2.2% | +9.0% | -6.8% | -3.2% |
| 3M | -2.3% | +14.9% | -17.2% | -11.9% |
| 6M | +23.0% | +11.9% | +11.1% | +10.8% |
| YTD | +61.1% | -9.9% | +71.0% | +67.6% |
| 1Y | +129.1% | -19.5% | +148.6% | +162.3% |
| 3Y | +165.4% | +61.8% | +103.6% | +46.1% |
| All | +108.6% | +55.2% | +53.3% | +12.9% |
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