+94.8%
ASML vs SN
+639.7%
-544.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.0% | -8.4% | -9.1% |
| 7D | -19.0% | +3.8% | -22.9% | -19.9% |
| 30D | -25.9% | +17.5% | -43.5% | -29.4% |
| 3M | -19.1% | +19.2% | -38.3% | -23.4% |
| 6M | -5.7% | +84.9% | -90.7% | -22.2% |
| YTD | +27.6% | +94.0% | -66.5% | +3.4% |
| 1Y | +30.8% | +151.3% | -120.6% | -1.2% |
| 3Y | +116.2% | +387.1% | -270.8% | +51.5% |
| All | +94.8% | +639.7% | -544.9% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling