+75.5%
ASML vs SAP
+70.5%
+4.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.1% | +9.2% | +7.2% |
| 7D | -9.0% | -0.7% | -8.3% | -9.1% |
| 30D | -21.0% | +11.1% | -32.1% | -25.9% |
| 3M | -16.3% | +17.0% | -33.3% | -24.6% |
| 6M | -7.5% | +34.8% | -42.4% | -26.4% |
| YTD | +34.0% | -2.2% | +36.2% | +32.0% |
| 1Y | +39.3% | -6.4% | +45.7% | +42.7% |
| 3Y | +128.9% | +75.1% | +53.7% | +18.4% |
| All | +75.5% | +70.5% | +4.9% | -13.0% |
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