+5.7%
ASML vs SUNB
+13.3%
-7.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.3% |
| 7D | +10.4% | +7.1% | +3.3% | +6.5% |
| 30D | -12.7% | +5.4% | -18.2% | -14.8% |
| 3M | -17.2% | +1.7% | -18.9% | -17.9% |
| 6M | -1.3% | +14.1% | -15.4% | -7.4% |
| All | +5.7% | +13.3% | -7.6% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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