+1,475.7%
SMH vs ASML
+1,561.5%
-85.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -2.9% |
| 7D | +4.9% | +4.9% | 0.0% | +1.3% |
| 30D | -13.8% | -9.3% | -4.5% | -7.2% |
| 3M | -17.4% | -19.0% | +1.6% | -3.7% |
| 6M | -15.0% | -5.2% | -9.8% | -11.6% |
| YTD | +35.2% | +40.6% | -5.4% | +4.2% |
| 1Y | +41.6% | +47.5% | -5.9% | +5.2% |
| 3Y | +215.6% | +133.9% | +81.8% | +59.7% |
| 5Y | +233.2% | +83.8% | +149.4% | +94.9% |
| All | +1,475.7% | +1,561.5% | -85.8% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ASML.
Daily Out/Under-Performance
Portfolio return minus ASML return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASML 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 ASML 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