+51.0%
ASML vs SBAC
-2.9%
+53.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.6% |
| 7D | +2.5% | -2.8% | +5.3% | +2.0% |
| 30D | -12.2% | +3.1% | -15.3% | -11.5% |
| 3M | -14.6% | +5.1% | -19.8% | -13.6% |
| 6M | -1.7% | -11.4% | +9.6% | -1.7% |
| YTD | +44.3% | +0.2% | +44.1% | +48.6% |
| 1Y | +51.0% | -3.9% | +54.9% | +54.1% |
| All | +51.0% | -2.9% | +53.9% | +54.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling