+30.8%
ASML vs SFM
-37.9%
+68.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.1% | -4.2% | -9.9% |
| 7D | -19.0% | +7.5% | -26.5% | -18.1% |
| 30D | -25.9% | -20.8% | -5.1% | -27.5% |
| 3M | -19.1% | -39.4% | +20.3% | -23.1% |
| 6M | -5.7% | -34.5% | +28.7% | -9.3% |
| YTD | +27.6% | -35.2% | +62.8% | +24.2% |
| 1Y | +30.8% | -35.3% | +66.1% | +25.9% |
| All | +30.8% | -37.9% | +68.7% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling