+86.4%
ASML vs SBAC
-40.7%
+127.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.7% | +6.1% |
| 7D | -0.8% | +3.0% | -3.8% | -1.3% |
| 30D | -14.9% | +4.3% | -19.2% | -15.5% |
| 3M | -13.0% | +4.1% | -17.1% | -13.7% |
| 6M | -4.7% | -11.6% | +6.9% | -2.9% |
| YTD | +42.3% | +0.4% | +41.9% | +40.4% |
| 1Y | +49.7% | -1.1% | +50.8% | +48.1% |
| 3Y | +144.3% | -7.3% | +151.5% | +134.2% |
| 5Y | +86.4% | -40.8% | +127.1% | +134.6% |
| All | +86.4% | -40.7% | +127.0% | +134.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling