+39.3%
ASML vs SMR
-86.4%
+125.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +16.2% | -11.2% | +1.4% |
| 7D | -9.0% | -9.6% | +0.6% | -7.2% |
| 30D | -21.0% | -33.8% | +12.8% | -14.2% |
| 3M | -16.3% | -46.4% | +30.1% | -6.4% |
| 6M | -7.5% | -62.4% | +54.9% | +9.3% |
| YTD | +34.0% | -64.1% | +98.1% | +54.1% |
| 1Y | +39.3% | -84.3% | +123.6% | +74.2% |
| All | +39.3% | -86.4% | +125.6% | +74.2% |
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