+1,323.9%
ASML vs SIMO
+360.6%
+963.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -14.4% | +5.1% | -4.1% |
| 7D | -19.0% | -31.4% | +12.3% | -7.5% |
| 30D | -25.9% | -45.2% | +19.2% | -8.9% |
| 3M | -19.1% | -36.5% | +17.5% | -7.3% |
| 6M | -5.7% | -34.2% | +28.5% | +4.8% |
| YTD | +27.6% | +69.9% | -42.3% | -7.4% |
| 1Y | +30.8% | +60.4% | -29.6% | -3.0% |
| 3Y | +116.2% | +203.1% | -86.9% | +21.7% |
| 5Y | +67.7% | +145.4% | -77.8% | -3.7% |
| All | +1,323.9% | +360.6% | +963.4% | +485.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling