+829.6%
ASML vs SE
+393.5%
+436.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.5% | -8.1% | -4.7% |
| 7D | -10.0% | +6.7% | -16.7% | -11.5% |
| 30D | -19.4% | -17.2% | -2.2% | -15.7% |
| 3M | -12.5% | -28.0% | +15.6% | -5.7% |
| 6M | +8.2% | -6.1% | +14.3% | +7.5% |
| YTD | +40.7% | -37.1% | +77.9% | +54.0% |
| 1Y | +46.1% | -48.8% | +94.9% | +68.2% |
| 3Y | +138.5% | +79.0% | +59.5% | +91.8% |
| 5Y | +84.2% | -77.5% | +161.7% | +121.7% |
| All | +829.6% | +393.5% | +436.2% | +452.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling