+1,323.9%
ASML vs SWKS
+31.5%
+1,292.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.1% | -7.3% | -8.1% |
| 7D | -19.0% | -9.2% | -9.8% | -14.2% |
| 30D | -25.9% | -1.9% | -24.0% | -25.2% |
| 3M | -19.1% | +21.2% | -40.3% | -29.5% |
| 6M | -5.7% | +12.9% | -18.6% | -16.8% |
| YTD | +27.6% | +30.7% | -3.2% | +0.8% |
| 1Y | +30.8% | +14.1% | +16.6% | +12.4% |
| 3Y | +116.2% | -1.7% | +117.9% | +87.5% |
| 5Y | +67.7% | -43.0% | +110.7% | +106.2% |
| All | +1,323.9% | +31.5% | +1,292.4% | +984.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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