+233.7%
SMH vs ASML
+83.1%
+150.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.3% |
| 1Y | +41.6% | +47.5% | -5.9% | +5.3% |
| 3Y | +215.6% | +133.9% | +81.8% | +58.4% |
| All | +233.7% | +83.1% | +150.6% | +96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling