+108.6%
ASML vs SE
-68.6%
+177.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.4% |
| 7D | +1.1% | -6.1% | +7.2% | +2.7% |
| 30D | +2.2% | -2.5% | +4.6% | +2.4% |
| 3M | -2.3% | +21.7% | -24.0% | -8.2% |
| 6M | +23.0% | +27.0% | -4.0% | +13.2% |
| YTD | +61.1% | -12.1% | +73.2% | +62.7% |
| 1Y | +129.1% | -40.9% | +170.0% | +155.7% |
| 3Y | +165.4% | +191.0% | -25.6% | +87.9% |
| All | +108.6% | -68.6% | +177.2% | +146.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling