+1,395.4%
ASML vs SMTC
+313.7%
+1,081.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +12.7% | -7.7% | +0.1% |
| 7D | -9.0% | -19.0% | +10.0% | -2.1% |
| 30D | -21.0% | -46.7% | +25.8% | -1.1% |
| 3M | -16.3% | -23.4% | +7.1% | -10.9% |
| 6M | -7.5% | -13.4% | +5.9% | -8.4% |
| YTD | +34.0% | +40.1% | -6.1% | +7.9% |
| 1Y | +39.3% | +47.7% | -8.4% | +9.2% |
| 3Y | +128.9% | +606.9% | -478.1% | -30.7% |
| 5Y | +76.1% | +14.4% | +61.7% | +27.5% |
| All | +1,395.4% | +313.7% | +1,081.7% | +559.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling