+109.5%
ASML vs SARO
-20.0%
+129.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.9% |
| 7D | +1.1% | -0.8% | +1.9% | +1.4% |
| 30D | +2.2% | -20.0% | +22.2% | +10.1% |
| 3M | -2.3% | -2.9% | +0.6% | -1.9% |
| 6M | +23.0% | -17.7% | +40.6% | +29.4% |
| YTD | +61.1% | -13.5% | +74.6% | +66.7% |
| 1Y | +129.1% | -9.7% | +138.8% | +133.1% |
| All | +109.5% | -20.0% | +129.5% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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