+7,551.5%
ASML vs SBAC
+2,252.5%
+5,299.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.2% | -8.1% | -9.1% |
| 7D | -19.0% | +4.4% | -23.5% | -19.8% |
| 30D | -25.9% | +13.8% | -39.7% | -28.1% |
| 3M | -19.1% | +9.0% | -28.0% | -20.8% |
| 6M | -5.7% | -10.0% | +4.3% | -4.7% |
| YTD | +27.6% | +1.8% | +25.8% | +24.5% |
| 1Y | +30.8% | +1.1% | +29.6% | +27.7% |
| 3Y | +116.2% | -9.5% | +125.8% | +111.5% |
| 5Y | +67.7% | -39.0% | +106.7% | +78.5% |
| 10Y | +1,355.3% | +101.1% | +1,254.2% | +1,092.0% |
| All | +7,551.5% | +2,252.5% | +5,299.0% | +3,166.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling