+1,644.6%
ASML vs SRE
+119.9%
+1,524.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.4% |
| 7D | +1.1% | -0.3% | +1.4% | +1.1% |
| 30D | +2.2% | -0.7% | +2.9% | +2.2% |
| 3M | -2.3% | -6.3% | +4.0% | -0.8% |
| 6M | +23.0% | -10.7% | +33.6% | +26.6% |
| YTD | +61.1% | -3.5% | +64.5% | +61.8% |
| 1Y | +129.1% | +5.3% | +123.8% | +123.7% |
| 3Y | +165.4% | +31.8% | +133.6% | +132.1% |
| 5Y | +109.5% | +47.4% | +62.1% | +76.8% |
| All | +1,644.6% | +119.9% | +1,524.7% | +1,221.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling