+147.1%
ASML vs SMR
-52.0%
+199.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.8% | +5.4% | -1.5% |
| 7D | +10.4% | +10.3% | +0.1% | +9.0% |
| 30D | -12.7% | -25.7% | +13.0% | -9.9% |
| 3M | -17.2% | -49.7% | +32.6% | -11.3% |
| 6M | -1.3% | -59.8% | +58.5% | +7.6% |
| YTD | +40.8% | -66.0% | +106.8% | +54.0% |
| 1Y | +45.2% | -81.4% | +126.6% | +67.0% |
| 3Y | +131.8% | +130.6% | +1.2% | +94.8% |
| All | +147.1% | -52.0% | +199.1% | +156.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling