-1.5%
SMH vs ASML
+0.9%
-2.4%
-8.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.6% | -0.1% |
| 7D | +2.5% | +1.1% | +1.4% | +1.8% |
| 30D | -0.5% | +2.2% | -2.7% | -2.0% |
| All | -1.5% | +0.9% | -2.4% | -1.7% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling