+117.9%
ASML vs SIMO
+202.0%
-84.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -14.4% | +5.1% | -4.2% |
| 7D | -19.0% | -31.4% | +12.3% | -7.7% |
| 30D | -25.9% | -45.2% | +19.2% | -9.3% |
| 3M | -19.1% | -36.5% | +17.5% | -7.4% |
| 6M | -5.7% | -34.2% | +28.5% | +5.1% |
| YTD | +27.6% | +69.9% | -42.3% | -11.2% |
| 1Y | +30.8% | +60.4% | -29.6% | -6.3% |
| All | +117.9% | +202.0% | -84.1% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling