+1,534.9%
ASML vs SPG
+117.2%
+1,417.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -2.9% | +5.6% | -8.4% | -4.5% |
| 30D | -15.2% | +17.6% | -32.8% | -19.5% |
| 3M | -12.9% | +7.5% | -20.4% | -15.0% |
| 6M | -5.0% | +18.5% | -23.6% | -10.7% |
| YTD | +41.8% | +30.9% | +10.9% | +29.0% |
| 1Y | +46.0% | +34.1% | +11.9% | +31.7% |
| 3Y | +133.5% | +135.5% | -2.1% | +74.5% |
| 5Y | +93.0% | +86.5% | +6.5% | +52.4% |
| 10Y | +1,534.9% | +116.1% | +1,418.8% | +1,060.8% |
| All | +1,534.9% | +117.2% | +1,417.7% | +1,060.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling