+1,644.6%
ASML vs SBAC
+80.0%
+1,564.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.5% |
| 7D | +1.1% | -0.8% | +1.9% | +1.3% |
| 30D | +2.2% | +6.9% | -4.7% | +0.2% |
| 3M | -2.3% | -8.2% | +5.9% | -0.6% |
| 6M | +23.0% | -1.6% | +24.6% | +21.2% |
| YTD | +61.1% | -0.1% | +61.2% | +57.3% |
| 1Y | +129.1% | -0.5% | +129.6% | +123.3% |
| 3Y | +165.4% | -9.1% | +174.4% | +154.4% |
| 5Y | +109.5% | -43.8% | +153.3% | +148.2% |
| All | +1,644.6% | +80.0% | +1,564.6% | +1,247.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling