+104.6%
ASML vs SN
+659.6%
-555.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.7% | +2.3% | +4.3% |
| 7D | -9.0% | +7.2% | -16.2% | -10.8% |
| 30D | -21.0% | +20.4% | -41.4% | -25.1% |
| 3M | -16.3% | +23.9% | -40.2% | -21.6% |
| 6M | -7.5% | +93.0% | -100.6% | -24.5% |
| YTD | +34.0% | +99.2% | -65.3% | +7.9% |
| 1Y | +39.3% | +142.6% | -103.3% | +6.3% |
| 3Y | +128.9% | +398.8% | -269.9% | +59.2% |
| All | +104.6% | +659.6% | -555.0% | +41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling