+85,040.9%
ASML vs SM
+1,148.0%
+83,892.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -15.3% | +11.7% | -1.2% |
| 7D | -10.0% | -21.5% | +11.5% | -6.7% |
| 30D | -19.4% | -11.4% | -8.1% | -18.2% |
| 3M | -12.5% | +0.6% | -13.1% | -13.3% |
| 6M | +8.2% | +0.2% | +8.0% | +6.3% |
| YTD | +40.7% | +69.7% | -28.9% | +25.2% |
| 1Y | +46.1% | +71.6% | -25.4% | +29.4% |
| 3Y | +138.5% | -16.9% | +155.4% | +132.0% |
| 5Y | +84.2% | -3.2% | +87.4% | +68.7% |
| 10Y | +1,505.1% | +15.5% | +1,489.6% | +884.4% |
| All | +85,040.9% | +1,148.0% | +83,892.9% | +26,329.4% |
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