+46.0%
ASML vs SCCO
+30.3%
+15.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.9% | +1.3% |
| 7D | -2.9% | -1.8% | -1.0% | -1.8% |
| 30D | -15.2% | -17.8% | +2.6% | -6.1% |
| 3M | -12.9% | -12.5% | -0.4% | -7.2% |
| 6M | -5.0% | -4.1% | -1.0% | -4.5% |
| YTD | +41.8% | +25.5% | +16.3% | +14.3% |
| 1Y | +46.0% | +31.0% | +15.1% | +14.2% |
| All | +46.0% | +30.3% | +15.7% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling