+46.1%
ASML vs SMR
-87.0%
+133.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.5% | +0.9% | -2.7% |
| 7D | -10.0% | -9.5% | -0.5% | -8.1% |
| 30D | -19.4% | -33.2% | +13.8% | -12.7% |
| 3M | -12.5% | -45.9% | +33.5% | -2.2% |
| 6M | +8.2% | -57.9% | +66.1% | +25.2% |
| YTD | +40.7% | -63.8% | +104.5% | +61.8% |
| 1Y | +46.1% | -85.6% | +131.7% | +93.4% |
| All | +46.1% | -87.0% | +133.2% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling