-28.1%
ASML vs SPCH
-65.4%
+37.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -18.1% | +8.7% | -7.1% |
| 7D | -19.0% | -27.7% | +8.6% | -15.9% |
| 30D | -25.9% | -51.2% | +25.3% | -20.4% |
| 3M | -19.1% | +11.3% | -30.4% | -19.8% |
| All | -28.1% | -65.4% | +37.3% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPCH.
Daily Out/Under-Performance
Portfolio return minus SPCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPCH 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 SPCH 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 · Available span rolling