+108.6%
ASML vs SM
+107.8%
+0.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.5% | +6.7% | +4.6% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +2.2% | +26.3% | -24.1% | -1.8% |
| 3M | -2.3% | +8.7% | -11.0% | -4.2% |
| 6M | +23.0% | +51.7% | -28.7% | +11.2% |
| YTD | +61.1% | +99.0% | -38.0% | +36.7% |
| 1Y | +129.1% | +34.6% | +94.5% | +110.4% |
| 3Y | +165.4% | -7.8% | +173.1% | +154.5% |
| All | +108.6% | +107.8% | +0.7% | +82.9% |
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