+164.9%
ASML vs SFM
+108.0%
+57.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.3% | +4.0% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | +2.2% | -4.4% | +6.6% | +2.3% |
| 3M | -2.3% | +1.5% | -3.8% | -2.6% |
| 6M | +23.0% | +6.5% | +16.5% | +21.5% |
| YTD | +61.1% | +2.2% | +58.9% | +59.7% |
| 1Y | +129.1% | -41.9% | +171.0% | +144.8% |
| All | +164.9% | +108.0% | +57.0% | +138.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling