+46.1%
ASML vs SM
+70.4%
-24.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -15.3% | +11.7% | -5.8% |
| 7D | -10.0% | -21.5% | +11.5% | -13.2% |
| 30D | -19.4% | -11.4% | -8.1% | -20.4% |
| 3M | -12.5% | +0.6% | -13.1% | -11.1% |
| 6M | +8.2% | +0.2% | +8.0% | +12.0% |
| YTD | +40.7% | +69.7% | -28.9% | +54.1% |
| 1Y | +46.1% | +71.6% | -25.4% | +61.0% |
| All | +46.1% | +70.4% | -24.2% | +61.0% |
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