+77,094.7%
ASML vs SMTC
+5,375.3%
+71,719.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -17.5% | +8.2% | -2.0% |
| 7D | -19.0% | -35.0% | +16.0% | -3.7% |
| 30D | -25.9% | -53.6% | +27.6% | +0.4% |
| 3M | -19.1% | -24.5% | +5.4% | -13.1% |
| 6M | -5.7% | -19.0% | +13.2% | -4.1% |
| YTD | +27.6% | +24.2% | +3.4% | +5.9% |
| 1Y | +30.8% | +35.6% | -4.8% | +3.7% |
| 3Y | +116.2% | +521.9% | -405.6% | -29.9% |
| 5Y | +67.7% | +1.5% | +66.2% | +14.1% |
| 10Y | +1,355.3% | +274.7% | +1,080.6% | +415.5% |
| All | +77,094.7% | +5,375.3% | +71,719.4% | +13,493.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling