+129.1%
ASML vs SM
+36.8%
+92.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.1% | +7.3% | +3.7% |
| 7D | +1.1% | -0.5% | +1.6% | +1.1% |
| 30D | +2.2% | +25.6% | -23.4% | +5.8% |
| 3M | -2.3% | +8.0% | -10.3% | -0.2% |
| 6M | +23.0% | +50.8% | -27.8% | +29.7% |
| YTD | +61.1% | +97.9% | -36.8% | +70.8% |
| 1Y | +129.1% | +33.8% | +95.3% | +140.7% |
| All | +129.1% | +36.8% | +92.3% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling