+1,323.9%
ASML vs SMTC
+266.9%
+1,057.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -17.5% | +8.2% | -2.6% |
| 7D | -19.0% | -35.0% | +16.0% | -5.0% |
| 30D | -25.9% | -53.6% | +27.6% | -2.1% |
| 3M | -19.1% | -24.5% | +5.4% | -13.5% |
| 6M | -5.7% | -19.0% | +13.2% | -4.0% |
| YTD | +27.6% | +24.2% | +3.4% | +7.8% |
| 1Y | +30.8% | +35.6% | -4.8% | +6.0% |
| 3Y | +116.2% | +521.9% | -405.6% | -31.1% |
| 5Y | +67.7% | +1.5% | +66.2% | +27.4% |
| All | +1,323.9% | +266.9% | +1,057.0% | +558.8% |
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