+47.7%
ASML vs SM
+84.5%
-36.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.2% | -7.6% | -1.8% |
| 7D | +10.4% | +10.6% | -0.2% | +11.8% |
| 30D | -12.7% | -15.0% | +2.2% | -14.7% |
| 3M | -17.2% | +1.7% | -18.9% | -16.0% |
| 6M | -1.3% | +5.9% | -7.2% | +2.5% |
| YTD | +40.8% | +79.0% | -38.2% | +53.1% |
| All | +47.7% | +84.5% | -36.8% | +60.3% |
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