+133.5%
ASML vs SBAC
-7.1%
+140.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.3% |
| 7D | -2.9% | +3.6% | -6.5% | -2.2% |
| 30D | -15.2% | +4.9% | -20.1% | -14.4% |
| 3M | -12.9% | +6.5% | -19.4% | -11.8% |
| 6M | -5.0% | -11.1% | +6.1% | -5.6% |
| YTD | +41.8% | +0.9% | +40.9% | +44.0% |
| 1Y | +46.0% | -1.6% | +47.6% | +47.9% |
| 3Y | +133.5% | -7.0% | +140.4% | +134.9% |
| All | +133.5% | -7.1% | +140.6% | +134.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling