+117.9%
ASML vs SM
-20.8%
+138.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.6% | -4.7% | -8.8% |
| 7D | -19.0% | -25.1% | +6.1% | -16.6% |
| 30D | -25.9% | -15.6% | -10.4% | -24.7% |
| 3M | -19.1% | +2.7% | -21.8% | -19.9% |
| 6M | -5.7% | -3.8% | -1.9% | -6.5% |
| YTD | +27.6% | +61.8% | -34.3% | +11.1% |
| 1Y | +30.8% | +71.4% | -40.6% | +11.7% |
| All | +117.9% | -20.8% | +138.7% | +114.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling