+14,619.3%
ASML vs SRE
+1,457.1%
+13,162.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.7% | -5.6% | -7.8% |
| 7D | -19.0% | -7.1% | -12.0% | -16.5% |
| 30D | -25.9% | -0.2% | -25.8% | -25.9% |
| 3M | -19.1% | -4.9% | -14.1% | -17.6% |
| 6M | -5.7% | -14.1% | +8.4% | -0.2% |
| YTD | +27.6% | -7.5% | +35.1% | +30.6% |
| 1Y | +30.8% | -11.0% | +41.8% | +35.9% |
| 3Y | +116.2% | +21.2% | +95.0% | +89.1% |
| 5Y | +67.7% | +46.6% | +21.0% | +33.9% |
| 10Y | +1,355.3% | +114.4% | +1,241.0% | +816.8% |
| All | +14,619.3% | +1,457.1% | +13,162.3% | +3,940.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling