+47.5%
ASML vs SMR
-81.8%
+129.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.6% |
| 7D | +4.9% | -8.3% | +13.2% | +7.0% |
| 30D | -9.3% | -20.1% | +10.8% | -4.9% |
| 3M | -19.0% | -52.7% | +33.7% | -6.6% |
| 6M | -5.2% | -61.0% | +55.8% | +12.0% |
| YTD | +40.6% | -67.1% | +107.7% | +64.8% |
| 1Y | +47.5% | -79.9% | +127.4% | +82.8% |
| All | +47.5% | -81.8% | +129.3% | +82.8% |
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