+1,395.4%
ASML vs SIMO
+379.7%
+1,015.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.2% | +0.9% | +3.5% |
| 7D | -9.0% | -22.0% | +13.0% | -0.8% |
| 30D | -21.0% | -43.0% | +22.1% | -4.1% |
| 3M | -16.3% | -39.1% | +22.8% | -2.5% |
| 6M | -7.5% | -33.3% | +25.8% | +2.3% |
| YTD | +34.0% | +77.0% | -43.0% | -4.2% |
| 1Y | +39.3% | +73.0% | -33.7% | +0.4% |
| 3Y | +128.9% | +215.7% | -86.9% | +26.9% |
| 5Y | +76.1% | +155.6% | -79.6% | -0.4% |
| All | +1,395.4% | +379.7% | +1,015.7% | +505.9% |
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