+1,582.8%
ASML vs SHAK
+105.4%
+1,477.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.1% |
| 7D | +2.5% | +3.0% | -0.5% | +1.9% |
| 30D | -12.2% | +8.2% | -20.4% | -14.1% |
| 3M | -14.6% | +4.6% | -19.2% | -16.1% |
| 6M | -1.7% | +16.3% | -18.1% | -7.7% |
| YTD | +44.3% | -7.6% | +51.9% | +41.5% |
| 1Y | +51.0% | -18.7% | +69.7% | +52.9% |
| 3Y | +137.6% | +36.4% | +101.2% | +96.2% |
| 5Y | +92.7% | -10.5% | +103.3% | +70.3% |
| 10Y | +1,582.8% | +99.0% | +1,483.8% | +963.1% |
| All | +1,582.8% | +105.4% | +1,477.4% | +963.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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