+46.6%
ASML vs SMR
-83.0%
+129.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.1% | -0.9% | +4.6% |
| 7D | -0.8% | +1.7% | -2.5% | -1.4% |
| 30D | -14.9% | -24.4% | +9.6% | -10.1% |
| 3M | -13.0% | -44.6% | +31.6% | -3.3% |
| 6M | -4.7% | -56.7% | +52.0% | +9.6% |
| YTD | +42.3% | -61.6% | +103.9% | +61.2% |
| All | +46.6% | -83.0% | +129.6% | +79.4% |
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