+1,504.8%
ASML vs SFM
+146.8%
+1,358.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.2% | +6.1% |
| 7D | -0.8% | -10.2% | +9.4% | +0.1% |
| 30D | -14.9% | -23.9% | +9.0% | -13.2% |
| 3M | -13.0% | -42.3% | +29.3% | -9.0% |
| 6M | -4.7% | -40.1% | +35.4% | -1.1% |
| YTD | +42.3% | -37.8% | +80.1% | +46.2% |
| 1Y | +49.7% | -37.1% | +86.8% | +53.6% |
| 3Y | +144.3% | +21.5% | +122.7% | +126.4% |
| 5Y | +86.4% | +103.8% | -17.4% | +59.9% |
| 10Y | +1,504.8% | +142.0% | +1,362.9% | +1,218.5% |
| All | +1,504.8% | +146.8% | +1,358.0% | +1,218.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling