+77,094.7%
ASML vs SO
+3,178.2%
+73,916.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -27.5% |
| 3M | -19.1% | +1.1% | -20.1% | -19.4% |
| 6M | -5.7% | -1.1% | -4.7% | -6.1% |
| YTD | +27.6% | +9.7% | +17.9% | +23.7% |
| 1Y | +30.8% | +5.5% | +25.3% | +27.9% |
| 3Y | +116.2% | +47.0% | +69.2% | +90.2% |
| 5Y | +67.7% | +77.6% | -9.9% | +39.4% |
| 10Y | +1,355.3% | +181.0% | +1,174.3% | +951.9% |
| All | +77,094.7% | +3,178.2% | +73,916.5% | +65,258.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling