+182.7%
ASML vs SMR
-3.5%
+186.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.2% |
| 7D | +1.1% | +4.4% | -3.3% | +0.6% |
| 30D | +2.2% | +3.4% | -1.2% | +1.6% |
| 3M | -2.3% | -19.2% | +16.9% | -0.7% |
| 6M | +23.0% | -22.6% | +45.6% | +24.5% |
| YTD | +61.1% | -31.5% | +92.6% | +64.0% |
| 1Y | +129.1% | -73.1% | +202.2% | +150.0% |
| 3Y | +165.4% | +55.0% | +110.4% | +133.9% |
| All | +182.7% | -3.5% | +186.2% | +172.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling