+785.2%
ASML vs SE
+366.0%
+419.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +5.0% |
| 7D | -9.0% | +2.0% | -11.0% | -9.5% |
| 30D | -21.0% | -20.0% | -1.0% | -16.5% |
| 3M | -16.3% | -31.8% | +15.5% | -8.4% |
| 6M | -7.5% | -15.9% | +8.3% | -5.4% |
| YTD | +34.0% | -40.6% | +74.6% | +48.9% |
| 1Y | +39.3% | -50.7% | +90.0% | +62.0% |
| 3Y | +128.9% | +70.3% | +58.6% | +86.6% |
| 5Y | +76.1% | -78.8% | +154.9% | +115.4% |
| All | +785.2% | +366.0% | +419.2% | +434.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 10y: compounded portfolio wealth divided by compounded SE 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…
10y analysis · Full analysis span regression · 6 months rolling