+1,761.8%
ASML vs SCCO
+1,146.4%
+615.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.9% | -2.0% | +0.5% |
| 7D | +6.0% | +3.4% | +2.5% | +4.2% |
| 30D | +1.4% | +6.6% | -5.2% | -2.3% |
| 3M | +1.0% | +24.5% | -23.5% | -9.9% |
| 6M | +37.0% | +16.5% | +20.5% | +25.6% |
| YTD | +65.8% | +52.1% | +13.6% | +31.3% |
| 1Y | +123.1% | +114.2% | +8.9% | +48.7% |
| 3Y | +188.2% | +207.4% | -19.3% | +56.0% |
| 5Y | +115.6% | +353.7% | -238.1% | -7.2% |
| 10Y | +1,761.8% | +1,144.5% | +617.3% | +439.2% |
| All | +1,761.8% | +1,146.4% | +615.4% | +439.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 10y: compounded portfolio wealth divided by compounded SCCO 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…
10y analysis · Full analysis span regression · 6 months rolling