+128.9%
ASML vs SRE
+18.5%
+110.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.1% | +7.1% | +5.2% |
| 7D | -9.0% | -9.2% | +0.2% | -8.4% |
| 30D | -21.0% | -1.9% | -19.1% | -20.8% |
| 3M | -16.3% | -6.5% | -9.7% | -15.9% |
| 6M | -7.5% | -15.2% | +7.7% | -6.6% |
| YTD | +34.0% | -9.5% | +43.4% | +34.9% |
| 1Y | +39.3% | -13.2% | +52.5% | +40.5% |
| 3Y | +128.9% | +19.5% | +109.4% | +137.2% |
| All | +128.9% | +18.5% | +110.4% | +137.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling