+97,349.8%
ASML vs SO
+2,994.5%
+94,355.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.3% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | +2.2% | -4.6% | +6.8% | +3.3% |
| 3M | -2.3% | -3.0% | +0.7% | -2.0% |
| 6M | +23.0% | -8.3% | +31.2% | +24.9% |
| YTD | +61.1% | +3.5% | +57.5% | +58.6% |
| 1Y | +129.1% | -0.9% | +130.0% | +127.5% |
| 3Y | +165.4% | +45.4% | +120.0% | +133.7% |
| 5Y | +109.5% | +59.6% | +49.8% | +79.1% |
| 10Y | +1,645.7% | +156.6% | +1,489.1% | +1,191.4% |
| All | +97,349.8% | +2,994.5% | +94,355.2% | +83,662.7% |
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 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