+75.5%
ASML vs SMTC
+13.5%
+62.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +12.7% | -7.7% | +0.8% |
| 7D | -9.0% | -19.0% | +10.0% | -3.0% |
| 30D | -21.0% | -46.7% | +25.8% | -4.0% |
| 3M | -16.3% | -23.4% | +7.1% | -11.5% |
| 6M | -7.5% | -13.4% | +5.9% | -7.6% |
| YTD | +34.0% | +40.1% | -6.1% | +12.8% |
| 1Y | +39.3% | +47.7% | -8.4% | +14.7% |
| 3Y | +128.9% | +606.9% | -478.1% | -18.3% |
| All | +75.5% | +13.5% | +62.0% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling