+267.1%
SMH vs ASML
+164.3%
+102.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.6% | -0.3% |
| 7D | +2.5% | +1.1% | +1.4% | +1.7% |
| 30D | -0.5% | +2.2% | -2.7% | -2.1% |
| 3M | -9.6% | -2.3% | -7.3% | -8.1% |
| 6M | +42.1% | +23.0% | +19.1% | +22.5% |
| YTD | +57.4% | +61.1% | -3.6% | +12.1% |
| 1Y | +96.2% | +129.1% | -32.9% | +8.8% |
| All | +267.1% | +164.3% | +102.7% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling