+1,584.3%
ASML vs SFM
+47.4%
+1,536.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.1% | -4.2% | -8.8% |
| 7D | -19.0% | +7.5% | -26.5% | -19.7% |
| 30D | -25.9% | -20.8% | -5.1% | -24.5% |
| 3M | -19.1% | -39.4% | +20.3% | -15.2% |
| 6M | -5.7% | -34.5% | +28.7% | -2.6% |
| YTD | +27.6% | -35.2% | +62.8% | +31.2% |
| 1Y | +30.8% | -35.3% | +66.1% | +34.4% |
| 3Y | +116.2% | +23.9% | +92.3% | +99.3% |
| 5Y | +67.7% | +113.8% | -46.2% | +41.1% |
| 10Y | +1,355.3% | +152.0% | +1,203.4% | +1,044.2% |
| All | +1,584.3% | +47.4% | +1,536.8% | +1,332.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling