+108.6%
ASML vs SWKS
-53.5%
+162.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.6% | +2.1% |
| 7D | +1.1% | +12.5% | -11.4% | -5.7% |
| 30D | +2.2% | +10.5% | -8.3% | -3.9% |
| 3M | -2.3% | -7.4% | +5.1% | +1.2% |
| 6M | +23.0% | +32.7% | -9.7% | -0.7% |
| YTD | +61.1% | +19.2% | +41.9% | +37.5% |
| 1Y | +129.1% | +2.4% | +126.7% | +113.8% |
| 3Y | +165.4% | -25.6% | +191.0% | +186.2% |
| All | +108.6% | -53.5% | +162.1% | +217.1% |
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