+133.5%
ASML vs SFM
+19.7%
+113.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | -0.3% |
| 7D | -2.9% | -6.9% | +4.0% | -2.8% |
| 30D | -15.2% | -25.0% | +9.8% | -14.8% |
| 3M | -12.9% | -42.7% | +29.8% | -11.7% |
| 6M | -5.0% | -41.0% | +36.0% | -4.0% |
| YTD | +41.8% | -38.7% | +80.5% | +42.5% |
| 1Y | +46.0% | -38.1% | +84.2% | +46.5% |
| 3Y | +133.5% | +19.3% | +114.1% | +141.2% |
| All | +133.5% | +19.7% | +113.7% | +141.2% |
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