+128.9%
ASML vs SCCO
+162.8%
-33.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.1% | +3.9% | +4.5% |
| 7D | -9.0% | -4.8% | -4.2% | -6.7% |
| 30D | -21.0% | -15.8% | -5.2% | -13.9% |
| 3M | -16.3% | -10.9% | -5.4% | -11.9% |
| 6M | -7.5% | -5.1% | -2.4% | -6.2% |
| YTD | +34.0% | +23.2% | +10.8% | +17.3% |
| 1Y | +39.3% | +30.7% | +8.6% | +18.5% |
| 3Y | +128.9% | +164.1% | -35.2% | +48.4% |
| All | +128.9% | +162.8% | -33.9% | +48.4% |
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