+1,557.1%
ASML vs SPG
+113.9%
+1,443.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | 0.0% |
| 7D | +4.9% | +2.0% | +2.9% | +4.3% |
| 30D | -9.3% | +17.2% | -26.5% | -13.8% |
| 3M | -19.0% | +6.3% | -25.3% | -20.7% |
| 6M | -5.2% | +18.7% | -23.9% | -10.9% |
| YTD | +40.6% | +30.1% | +10.5% | +28.2% |
| 1Y | +47.5% | +32.8% | +14.7% | +33.5% |
| 3Y | +133.9% | +133.6% | +0.3% | +75.2% |
| 5Y | +83.8% | +84.4% | -0.6% | +45.6% |
| All | +1,557.1% | +113.9% | +1,443.2% | +1,093.4% |
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