+46.0%
ASML vs SFM
-38.0%
+84.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | -0.5% |
| 7D | -2.9% | -6.9% | +4.0% | -3.6% |
| 30D | -15.2% | -25.0% | +9.8% | -17.5% |
| 3M | -12.9% | -42.7% | +29.8% | -17.9% |
| 6M | -5.0% | -41.0% | +36.0% | -9.7% |
| YTD | +41.8% | -38.7% | +80.5% | +37.1% |
| 1Y | +46.0% | -38.1% | +84.2% | +40.0% |
| All | +46.0% | -38.0% | +84.0% | +40.0% |
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