-1.3%
ASML vs SNDQ
-71.1%
+69.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.2% | -10.6% | -1.2% |
| 7D | +10.4% | -31.8% | +42.2% | +5.1% |
| 30D | -12.7% | +69.3% | -82.0% | -1.1% |
| 3M | -17.2% | +1.1% | -18.3% | -9.6% |
| 6M | -1.3% | -72.4% | +71.1% | +8.1% |
| All | -1.3% | -71.1% | +69.8% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDQ.
Daily Out/Under-Performance
Portfolio return minus SNDQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDQ 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 6mo: compounded portfolio wealth divided by compounded SNDQ 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…
6mo analysis · Full analysis span regression · 6 months rolling