+46.1%
ASML vs SPG
+34.3%
+11.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.9% | -6.5% | -3.1% |
| 7D | -10.0% | +8.2% | -18.2% | -8.8% |
| 30D | -19.4% | +13.5% | -32.9% | -17.9% |
| 3M | -12.5% | +2.2% | -14.7% | -11.7% |
| 6M | +8.2% | +15.9% | -7.6% | +6.1% |
| YTD | +40.7% | +27.6% | +13.1% | +42.4% |
| 1Y | +46.1% | +30.9% | +15.2% | +51.6% |
| All | +46.1% | +34.3% | +11.9% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling