+1,323.9%
ASML vs SO
+180.2%
+1,143.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.2% | -9.6% | -9.4% |
| 7D | -19.0% | +0.4% | -19.4% | -19.1% |
| 30D | -25.9% | +9.2% | -35.2% | -27.2% |
| 3M | -19.1% | +1.1% | -20.1% | -19.3% |
| 6M | -5.7% | -1.1% | -4.7% | -6.0% |
| YTD | +27.6% | +9.7% | +17.9% | +24.2% |
| 1Y | +30.8% | +5.5% | +25.3% | +28.3% |
| 3Y | +116.2% | +47.0% | +69.2% | +89.1% |
| 5Y | +67.7% | +77.6% | -9.9% | +37.5% |
| All | +1,323.9% | +180.2% | +1,143.8% | +1,018.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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