+75.5%
ASML vs SO
+75.0%
+0.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.1% | +6.1% | +5.0% |
| 7D | -9.0% | -1.5% | -7.6% | -9.1% |
| 30D | -21.0% | +8.1% | -29.0% | -20.7% |
| 3M | -16.3% | +0.2% | -16.5% | -16.2% |
| 6M | -7.5% | +0.4% | -7.9% | -7.6% |
| YTD | +34.0% | +8.5% | +25.5% | +33.4% |
| 1Y | +39.3% | +4.9% | +34.3% | +39.0% |
| 3Y | +128.9% | +47.9% | +80.9% | +105.7% |
| All | +75.5% | +75.0% | +0.5% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling