+145.9%
ASML vs SN
+490.7%
-344.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.5% |
| 7D | +1.1% | -9.3% | +10.4% | +3.9% |
| 30D | +2.2% | -4.8% | +7.0% | +3.5% |
| 3M | -2.3% | +40.4% | -42.7% | -12.2% |
| 6M | +23.0% | +50.9% | -28.0% | +7.8% |
| YTD | +61.1% | +54.9% | +6.1% | +39.7% |
| 1Y | +129.1% | +43.0% | +86.1% | +101.9% |
| 3Y | +165.4% | +391.8% | -226.5% | +98.1% |
| All | +145.9% | +490.7% | -344.7% | +83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling