+11,567.8%
ASML vs SIMO
+3,332.4%
+8,235.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.7% | -4.5% | +2.0% |
| 7D | +1.1% | +4.2% | -3.1% | 0.0% |
| 30D | +2.2% | +4.1% | -1.9% | +0.4% |
| 3M | -2.3% | -12.9% | +10.6% | -0.3% |
| 6M | +23.0% | +110.3% | -87.4% | -2.4% |
| YTD | +61.1% | +178.6% | -117.5% | +17.9% |
| 1Y | +129.1% | +220.0% | -90.9% | +61.6% |
| 3Y | +165.4% | +409.0% | -243.7% | +65.9% |
| 5Y | +109.5% | +277.3% | -167.9% | +36.2% |
| 10Y | +1,645.7% | +506.6% | +1,139.1% | +876.1% |
| All | +11,567.8% | +3,332.4% | +8,235.5% | +3,394.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling