+134.2%
ASML vs SCCO
+175.8%
-41.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -1.2% |
| 7D | +10.4% | +1.7% | +8.6% | +9.5% |
| 30D | -12.7% | -18.1% | +5.4% | -3.6% |
| 3M | -17.2% | -12.8% | -4.4% | -11.8% |
| 6M | -1.3% | -8.5% | +7.2% | +1.9% |
| YTD | +40.8% | +23.9% | +16.9% | +23.0% |
| 1Y | +45.2% | +30.0% | +15.2% | +23.8% |
| All | +134.2% | +175.8% | -41.6% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling