+84.2%
ASML vs SWKS
-44.6%
+128.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.7% | -2.0% |
| 7D | -10.0% | -4.9% | -5.1% | -7.4% |
| 30D | -19.4% | -1.2% | -18.3% | -19.0% |
| 3M | -12.5% | +24.2% | -36.6% | -24.5% |
| 6M | +8.2% | +21.5% | -13.3% | -8.2% |
| YTD | +40.7% | +33.5% | +7.2% | +10.4% |
| 1Y | +46.1% | +18.9% | +27.2% | +23.4% |
| 3Y | +138.5% | +0.4% | +138.1% | +101.9% |
| 5Y | +84.2% | -44.3% | +128.5% | +140.5% |
| All | +84.2% | -44.6% | +128.7% | +140.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling