+80,969.6%
ASML vs SU
+9,282.1%
+71,687.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.5% | +5.2% |
| 7D | -9.0% | -13.4% | +4.4% | -4.7% |
| 30D | -21.0% | +0.9% | -21.8% | -21.3% |
| 3M | -16.3% | +12.8% | -29.1% | -19.8% |
| 6M | -7.5% | +8.3% | -15.8% | -10.8% |
| YTD | +34.0% | +58.2% | -24.2% | +13.5% |
| 1Y | +39.3% | +67.1% | -27.9% | +15.7% |
| 3Y | +128.9% | +125.6% | +3.2% | +70.5% |
| 5Y | +76.1% | +213.6% | -137.5% | +15.0% |
| 10Y | +1,428.4% | +234.7% | +1,193.7% | +791.4% |
| All | +80,969.6% | +9,282.1% | +71,687.5% | +28,119.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling