+108.6%
ASML vs SBAC
-43.7%
+152.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.4% |
| 7D | +1.1% | -0.8% | +1.9% | +1.2% |
| 30D | +2.2% | +6.9% | -4.7% | +1.0% |
| 3M | -2.3% | -8.2% | +5.9% | -1.0% |
| 6M | +23.0% | -1.6% | +24.6% | +22.3% |
| YTD | +61.1% | -0.1% | +61.2% | +59.2% |
| 1Y | +129.1% | -0.5% | +129.6% | +126.0% |
| 3Y | +165.4% | -9.1% | +174.4% | +156.3% |
| All | +108.6% | -43.7% | +152.2% | +165.8% |
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