+108.6%
ASML vs SUI
-32.0%
+140.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | +1.1% | -2.8% | +3.9% | +1.9% |
| 30D | +2.2% | -1.2% | +3.4% | +2.5% |
| 3M | -2.3% | -1.7% | -0.6% | -2.5% |
| 6M | +23.0% | -10.5% | +33.4% | +26.6% |
| YTD | +61.1% | -1.8% | +62.9% | +60.5% |
| 1Y | +129.1% | -4.1% | +133.2% | +129.5% |
| 3Y | +165.4% | +11.3% | +154.1% | +138.4% |
| All | +108.6% | -32.0% | +140.5% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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