+82.7%
ASML vs SCCO
+243.3%
-160.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.3% | +1.1% |
| 7D | +4.9% | -1.9% | +6.8% | +6.0% |
| 30D | -9.3% | -17.4% | +8.2% | 0.0% |
| 3M | -19.0% | -11.7% | -7.3% | -14.2% |
| 6M | -5.2% | -12.1% | +6.9% | -0.1% |
| YTD | +40.6% | +20.9% | +19.7% | +23.9% |
| 1Y | +47.5% | +31.3% | +16.2% | +24.6% |
| 3Y | +133.9% | +170.3% | -36.4% | +32.1% |
| All | +82.7% | +243.3% | -160.6% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling