+129.1%
ASML vs SN
+46.4%
+82.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.5% |
| 7D | +1.1% | -9.3% | +10.4% | +4.3% |
| 30D | +2.2% | -4.8% | +7.0% | +3.7% |
| 3M | -2.3% | +40.4% | -42.7% | -14.6% |
| 6M | +23.0% | +50.9% | -28.0% | +2.9% |
| YTD | +61.1% | +54.9% | +6.1% | +33.5% |
| 1Y | +129.1% | +43.0% | +86.1% | +89.6% |
| All | +129.1% | +46.4% | +82.7% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling