+85,040.9%
ASML vs SUI
+3,307.4%
+81,733.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.2% | -8.7% | -5.8% |
| 7D | -10.0% | +10.0% | -20.1% | -13.9% |
| 30D | -19.4% | +8.4% | -27.8% | -22.8% |
| 3M | -12.5% | +0.7% | -13.1% | -13.6% |
| 6M | +8.2% | -0.9% | +9.2% | +6.7% |
| YTD | +40.7% | +0.6% | +40.1% | +37.3% |
| 1Y | +46.1% | +0.8% | +45.4% | +42.3% |
| 3Y | +138.5% | +15.5% | +123.0% | +109.2% |
| 5Y | +84.2% | -25.9% | +110.0% | +97.1% |
| 10Y | +1,505.1% | +119.5% | +1,385.6% | +867.8% |
| All | +85,040.9% | +3,307.4% | +81,733.5% | +12,488.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling