+117.9%
ASML vs SMR
+23.8%
+94.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -14.8% | +5.5% | -7.7% |
| 7D | -19.0% | -26.2% | +7.1% | -16.2% |
| 30D | -25.9% | -45.5% | +19.6% | -20.9% |
| 3M | -19.1% | -53.4% | +34.4% | -12.7% |
| 6M | -5.7% | -63.2% | +57.5% | +3.6% |
| YTD | +27.6% | -69.2% | +96.7% | +40.8% |
| 1Y | +30.8% | -88.5% | +119.2% | +55.8% |
| All | +117.9% | +23.8% | +94.1% | +116.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling