+89.4%
ASML vs SRE
+47.8%
+41.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -2.9% | -8.2% | +5.3% | -0.7% |
| 30D | -15.2% | -3.6% | -11.6% | -14.4% |
| 3M | -12.9% | -6.3% | -6.6% | -11.6% |
| 6M | -5.0% | -13.0% | +8.0% | -2.0% |
| YTD | +41.8% | -9.2% | +51.0% | +44.5% |
| 1Y | +46.0% | -13.1% | +59.2% | +50.4% |
| 3Y | +133.5% | +22.4% | +111.0% | +103.1% |
| All | +89.4% | +47.8% | +41.6% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling