-5.7%
ASML vs SE
-12.1%
+6.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.7% | -3.6% | -8.9% |
| 7D | -19.0% | -1.2% | -17.8% | -18.8% |
| 30D | -25.9% | -21.7% | -4.3% | -25.4% |
| 3M | -19.1% | -34.2% | +15.1% | -18.3% |
| 6M | -5.7% | -10.5% | +4.7% | -4.0% |
| All | -5.7% | -12.1% | +6.4% | -4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling