+18,481.5%
ASML vs SRE
+1,525.5%
+16,956.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.1% |
| 6M | +23.0% | -10.7% | +33.6% | +28.0% |
| YTD | +61.1% | -3.5% | +64.5% | +62.0% |
| 1Y | +129.1% | +5.3% | +123.8% | +121.5% |
| 3Y | +165.4% | +31.8% | +133.6% | +123.5% |
| 5Y | +109.5% | +47.4% | +62.1% | +67.0% |
| 10Y | +1,645.7% | +120.6% | +1,525.2% | +985.4% |
| All | +18,481.5% | +1,525.5% | +16,956.0% | +4,911.2% |
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 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