+1,557.1%
ASML vs SFM
+140.2%
+1,416.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | -0.2% |
| 7D | +4.9% | +6.0% | -1.1% | +4.4% |
| 30D | -9.3% | -19.5% | +10.2% | -7.9% |
| 3M | -19.0% | -37.0% | +18.0% | -15.9% |
| 6M | -5.2% | -41.0% | +35.8% | -1.3% |
| YTD | +40.6% | -34.6% | +75.3% | +43.9% |
| 1Y | +47.5% | -36.3% | +83.8% | +51.4% |
| 3Y | +133.9% | +24.5% | +109.3% | +116.2% |
| 5Y | +83.8% | +115.9% | -32.1% | +56.4% |
| All | +1,557.1% | +140.2% | +1,416.9% | +1,251.4% |
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