+9,142.7%
ASML vs SIMO
+1,993.5%
+7,149.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -14.4% | +5.1% | -5.6% |
| 7D | -19.0% | -31.4% | +12.3% | -11.0% |
| 30D | -25.9% | -45.2% | +19.2% | -14.1% |
| 3M | -19.1% | -36.5% | +17.5% | -10.6% |
| 6M | -5.7% | -34.2% | +28.5% | +2.3% |
| YTD | +27.6% | +69.9% | -42.3% | +5.0% |
| 1Y | +30.8% | +60.4% | -29.6% | +9.1% |
| 3Y | +116.2% | +203.1% | -86.9% | +52.8% |
| 5Y | +67.7% | +145.4% | -77.8% | +20.8% |
| 10Y | +1,355.3% | +368.9% | +986.4% | +777.3% |
| All | +9,142.7% | +1,993.5% | +7,149.2% | +3,012.0% |
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