+85,040.9%
ASML vs SO
+3,170.5%
+81,870.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.4% |
| 7D | -10.0% | +1.7% | -11.8% | -10.4% |
| 30D | -19.4% | +11.1% | -30.6% | -21.5% |
| 3M | -12.5% | +0.7% | -13.2% | -12.8% |
| 6M | +8.2% | -1.4% | +9.6% | +7.9% |
| YTD | +40.7% | +9.4% | +31.3% | +36.5% |
| 1Y | +46.1% | +3.7% | +42.4% | +43.5% |
| 3Y | +138.5% | +46.7% | +91.8% | +109.9% |
| 5Y | +84.2% | +78.9% | +5.3% | +52.8% |
| 10Y | +1,505.1% | +180.3% | +1,324.8% | +1,060.8% |
| All | +85,040.9% | +3,170.5% | +81,870.4% | +72,028.2% |
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 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