+75.5%
ASML vs SFM
+105.4%
-29.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.8% | +9.9% | +5.3% |
| 7D | -9.0% | -1.2% | -7.8% | -9.0% |
| 30D | -21.0% | -24.8% | +3.8% | -19.6% |
| 3M | -16.3% | -43.7% | +27.4% | -12.7% |
| 6M | -7.5% | -37.3% | +29.7% | -5.1% |
| YTD | +34.0% | -38.4% | +72.4% | +37.1% |
| 1Y | +39.3% | -36.9% | +76.2% | +41.9% |
| 3Y | +128.9% | +20.7% | +108.2% | +104.3% |
| All | +75.5% | +105.4% | -29.9% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling