+39.3%
ASML vs SM
+72.1%
-32.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.0% | +4.0% | +5.1% |
| 7D | -9.0% | -25.9% | +16.9% | -13.1% |
| 30D | -21.0% | -15.1% | -5.8% | -22.4% |
| 3M | -16.3% | +4.9% | -21.2% | -14.1% |
| 6M | -7.5% | +6.1% | -13.7% | -2.7% |
| YTD | +34.0% | +63.4% | -29.4% | +45.7% |
| 1Y | +39.3% | +72.5% | -33.2% | +51.4% |
| All | +39.3% | +72.1% | -32.8% | +51.4% |
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