+46.1%
ASML vs SRE
-7.5%
+53.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.7% | -3.4% |
| 7D | -10.0% | -2.1% | -7.9% | -9.8% |
| 30D | -19.4% | +6.1% | -25.5% | -19.9% |
| 3M | -12.5% | -3.5% | -9.0% | -12.1% |
| 6M | +8.2% | -10.8% | +19.0% | +9.6% |
| YTD | +40.7% | -4.0% | +44.7% | +42.1% |
| 1Y | +46.1% | -7.7% | +53.8% | +45.7% |
| All | +46.1% | -7.5% | +53.6% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling