+93.0%
ASML vs SE
-77.3%
+170.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | -2.9% | 0.0% | -2.9% | -2.8% |
| 30D | -15.2% | -19.4% | +4.2% | -10.6% |
| 3M | -12.9% | -33.1% | +20.2% | -4.2% |
| 6M | -5.0% | -11.4% | +6.4% | -4.2% |
| YTD | +41.8% | -39.8% | +81.6% | +57.2% |
| 1Y | +46.0% | -50.5% | +96.5% | +69.9% |
| 3Y | +133.5% | +68.9% | +64.6% | +91.3% |
| 5Y | +93.0% | -77.1% | +170.1% | +128.3% |
| All | +93.0% | -77.3% | +170.3% | +128.3% |
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