+1,523.4%
SMH vs ASML
+1,592.1%
-68.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.8% | +3.1% | +3.5% |
| 7D | +0.5% | +2.5% | -2.0% | -1.0% |
| 30D | -14.2% | -12.2% | -2.0% | -5.4% |
| 3M | -11.5% | -14.6% | +3.1% | -0.7% |
| 6M | -12.0% | -1.7% | -10.3% | -11.0% |
| YTD | +40.8% | +44.3% | -3.5% | +6.5% |
| 1Y | +44.9% | +51.0% | -6.1% | +5.8% |
| 3Y | +226.7% | +137.6% | +89.1% | +63.4% |
| 5Y | +250.6% | +92.7% | +157.9% | +98.1% |
| 10Y | +1,523.4% | +1,582.8% | -59.4% | +110.0% |
| All | +1,523.4% | +1,592.1% | -68.7% | +110.0% |
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