+164.9%
ASML vs SMTC
+463.0%
-298.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.2% | -5.1% | +1.7% |
| 7D | +1.1% | +12.7% | -11.6% | -2.2% |
| 30D | +2.2% | +22.0% | -19.8% | -4.1% |
| 3M | -2.3% | -12.7% | +10.4% | -0.5% |
| 6M | +23.0% | +64.8% | -41.8% | +5.5% |
| YTD | +61.1% | +100.7% | -39.6% | +31.5% |
| 1Y | +129.1% | +146.9% | -17.8% | +76.9% |
| All | +164.9% | +463.0% | -298.0% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling