+97,349.8%
ASML vs SMTC
+8,745.8%
+88,604.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.2% | -5.1% | +0.3% |
| 7D | +1.1% | +12.7% | -11.6% | -4.0% |
| 30D | +2.2% | +22.0% | -19.8% | -7.7% |
| 3M | -2.3% | -12.7% | +10.4% | +0.2% |
| 6M | +23.0% | +64.8% | -41.8% | -6.2% |
| YTD | +61.1% | +100.7% | -39.6% | +12.4% |
| 1Y | +129.1% | +146.9% | -17.8% | +43.8% |
| 3Y | +165.4% | +456.8% | -291.5% | -8.5% |
| 5Y | +109.5% | +89.2% | +20.2% | +12.4% |
| 10Y | +1,645.7% | +426.9% | +1,218.9% | +452.0% |
| All | +97,349.8% | +8,745.8% | +88,604.0% | +14,337.2% |
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