+140.3%
ASML vs SWKS
+0.2%
+140.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.7% | -2.4% |
| 7D | -10.0% | -4.9% | -5.1% | -8.1% |
| 30D | -19.4% | -1.2% | -18.3% | -19.1% |
| 3M | -12.5% | +24.2% | -36.6% | -21.3% |
| 6M | +8.2% | +21.5% | -13.3% | -3.5% |
| YTD | +40.7% | +33.5% | +7.2% | +18.8% |
| 1Y | +46.1% | +18.9% | +27.2% | +30.4% |
| All | +140.3% | +0.2% | +140.2% | +110.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling