+149.8%
ASML vs SMR
-45.9%
+195.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.1% | -0.9% | +5.4% |
| 7D | -0.8% | +1.7% | -2.5% | -1.1% |
| 30D | -14.9% | -24.4% | +9.6% | -12.3% |
| 3M | -13.0% | -44.6% | +31.6% | -7.9% |
| 6M | -4.7% | -56.7% | +52.0% | +2.9% |
| YTD | +42.3% | -61.6% | +103.9% | +53.5% |
| 1Y | +49.7% | -82.1% | +131.8% | +72.1% |
| 3Y | +144.3% | +161.5% | -17.3% | +102.3% |
| All | +149.8% | -45.9% | +195.6% | +155.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling