+35,804.5%
ASML vs SAP
+2,542.1%
+33,262.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.5% | -10.8% | -10.2% |
| 7D | -19.0% | +4.0% | -23.1% | -21.2% |
| 30D | -25.9% | +15.7% | -41.6% | -32.5% |
| 3M | -19.1% | +23.4% | -42.5% | -29.8% |
| 6M | -5.7% | +41.3% | -47.0% | -28.0% |
| YTD | +27.6% | +2.0% | +25.6% | +15.3% |
| 1Y | +30.8% | -5.1% | +35.9% | +23.6% |
| 3Y | +116.2% | +82.1% | +34.1% | +35.9% |
| 5Y | +67.7% | +77.2% | -9.5% | +9.0% |
| 10Y | +1,355.3% | +233.6% | +1,121.7% | +534.0% |
| All | +35,804.5% | +2,542.1% | +33,262.4% | +6,648.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling