+67.7%
ASML vs SUI
-25.7%
+93.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.7% | -10.0% | -9.5% |
| 7D | -19.0% | +8.8% | -27.8% | -20.8% |
| 30D | -25.9% | +8.9% | -34.9% | -27.8% |
| 3M | -19.1% | +2.0% | -21.1% | -19.8% |
| 6M | -5.7% | -0.6% | -5.1% | -6.3% |
| YTD | +27.6% | +1.3% | +26.2% | +25.7% |
| 1Y | +30.8% | +1.3% | +29.5% | +28.7% |
| 3Y | +116.2% | +16.3% | +99.9% | +90.9% |
| 5Y | +67.7% | -25.1% | +92.7% | +95.0% |
| All | +67.7% | -25.7% | +93.3% | +95.0% |
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