+108.6%
ASML vs SO
+58.2%
+50.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.2% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | +2.2% | -4.6% | +6.8% | +2.1% |
| 3M | -2.3% | -3.0% | +0.7% | -2.6% |
| 6M | +23.0% | -8.3% | +31.2% | +22.8% |
| YTD | +61.1% | +3.5% | +57.5% | +60.0% |
| 1Y | +129.1% | -0.9% | +130.0% | +128.0% |
| 3Y | +165.4% | +45.4% | +120.0% | +135.1% |
| All | +108.6% | +58.2% | +50.4% | +88.2% |
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