+1,644.6%
ASML vs SIMO
+502.1%
+1,142.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.7% | -4.5% | +1.1% |
| 7D | +1.1% | +4.2% | -3.1% | -0.4% |
| 30D | +2.2% | +4.1% | -1.9% | -0.4% |
| 3M | -2.3% | -12.9% | +10.6% | +0.1% |
| 6M | +23.0% | +110.3% | -87.4% | -12.7% |
| YTD | +61.1% | +178.6% | -117.5% | +0.5% |
| 1Y | +129.1% | +220.0% | -90.9% | +34.8% |
| 3Y | +165.4% | +409.0% | -243.7% | +28.3% |
| 5Y | +109.5% | +277.3% | -167.9% | +6.9% |
| All | +1,644.6% | +502.1% | +1,142.5% | +556.3% |
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