+1,395.4%
ASML vs SRE
+108.6%
+1,286.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.1% | +7.1% | +5.6% |
| 7D | -9.0% | -9.2% | +0.2% | -6.4% |
| 30D | -21.0% | -1.9% | -19.1% | -20.5% |
| 3M | -16.3% | -6.5% | -9.7% | -14.8% |
| 6M | -7.5% | -15.2% | +7.7% | -3.3% |
| YTD | +34.0% | -9.5% | +43.4% | +37.1% |
| 1Y | +39.3% | -13.2% | +52.5% | +44.2% |
| 3Y | +128.9% | +19.5% | +109.4% | +106.6% |
| 5Y | +76.1% | +43.6% | +32.5% | +49.5% |
| All | +1,395.4% | +108.6% | +1,286.8% | +1,055.3% |
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