+1,109.9%
SMH vs ASML
+3,911.2%
-2,801.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.8% | +3.1% | +3.7% |
| 7D | +0.5% | +2.5% | -2.0% | -0.8% |
| 30D | -14.2% | -12.2% | -2.0% | -6.6% |
| 3M | -11.5% | -14.6% | +3.1% | -2.1% |
| 6M | -12.0% | -1.7% | -10.3% | -10.8% |
| YTD | +40.8% | +44.3% | -3.5% | +11.4% |
| 1Y | +44.9% | +51.0% | -6.1% | +11.4% |
| 3Y | +226.7% | +137.6% | +89.1% | +84.9% |
| 5Y | +250.6% | +92.7% | +157.9% | +122.2% |
| 10Y | +1,523.4% | +1,582.8% | -59.4% | +178.1% |
| All | +1,109.9% | +3,911.2% | -2,801.3% | -20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling