+108.6%
ASML vs SCCO
+316.1%
-207.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.4% |
| 7D | +1.1% | -5.3% | +6.4% | +3.8% |
| 30D | +2.2% | +2.7% | -0.5% | +0.3% |
| 3M | -2.3% | +4.2% | -6.5% | -5.2% |
| 6M | +23.0% | -0.6% | +23.6% | +21.2% |
| YTD | +61.1% | +45.0% | +16.1% | +30.3% |
| 1Y | +129.1% | +109.3% | +19.8% | +54.0% |
| 3Y | +165.4% | +180.8% | -15.4% | +49.8% |
| All | +108.6% | +316.1% | -207.5% | -8.9% |
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