+117.9%
ASML vs SO
+47.0%
+70.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.2% | -9.6% | -9.2% |
| 7D | -19.0% | +0.4% | -19.4% | -18.8% |
| 30D | -25.9% | +9.2% | -35.2% | -22.5% |
| 3M | -19.1% | +1.1% | -20.1% | -18.4% |
| 6M | -5.7% | -1.1% | -4.7% | -5.4% |
| YTD | +27.6% | +9.7% | +17.9% | +34.4% |
| 1Y | +30.8% | +5.5% | +25.3% | +35.6% |
| All | +117.9% | +47.0% | +70.9% | +157.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling