+77,094.7%
ASML vs SM
+1,090.5%
+76,004.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.6% | -4.7% | -8.6% |
| 7D | -19.0% | -25.1% | +6.1% | -15.4% |
| 30D | -25.9% | -15.6% | -10.4% | -24.1% |
| 3M | -19.1% | +2.7% | -21.8% | -20.0% |
| 6M | -5.7% | -3.8% | -1.9% | -6.8% |
| YTD | +27.6% | +61.8% | -34.3% | +14.4% |
| 1Y | +30.8% | +71.4% | -40.6% | +15.9% |
| 3Y | +116.2% | -20.7% | +136.9% | +112.0% |
| 5Y | +67.7% | -11.5% | +79.2% | +55.9% |
| 10Y | +1,355.3% | +10.2% | +1,345.1% | +799.7% |
| All | +77,094.7% | +1,090.5% | +76,004.2% | +24,054.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling