+93.0%
ASML vs SM
-10.9%
+103.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.6% |
| 7D | -2.9% | -19.5% | +16.6% | +0.6% |
| 30D | -15.2% | -20.2% | +5.0% | -12.2% |
| 3M | -12.9% | -6.5% | -6.4% | -12.7% |
| 6M | -5.0% | +1.6% | -6.6% | -7.1% |
| YTD | +41.8% | +61.2% | -19.4% | +22.3% |
| 1Y | +46.0% | +65.4% | -19.3% | +24.7% |
| 3Y | +133.5% | -13.0% | +146.5% | +122.7% |
| 5Y | +93.0% | -4.3% | +97.3% | +74.6% |
| All | +93.0% | -10.9% | +103.9% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling