-7.5%
ASML vs SU
+3.2%
-10.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.5% | +5.0% |
| 7D | -9.0% | -13.4% | +4.4% | -9.9% |
| 30D | -21.0% | +0.9% | -21.8% | -20.0% |
| 3M | -16.3% | +12.8% | -29.1% | -14.2% |
| 6M | -7.5% | +8.3% | -15.8% | +0.6% |
| All | -7.5% | +3.2% | -10.7% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 6mo: compounded portfolio wealth divided by compounded SU 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…
6mo analysis · Full analysis span regression · 6 months rolling