+117.9%
ASML vs SPG
+122.7%
-4.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.9% | -8.5% | -9.1% |
| 7D | -19.0% | +5.0% | -24.1% | -20.4% |
| 30D | -25.9% | +12.3% | -38.2% | -28.9% |
| 3M | -19.1% | +1.9% | -20.9% | -19.6% |
| 6M | -5.7% | +14.4% | -20.2% | -11.6% |
| YTD | +27.6% | +26.5% | +1.1% | +14.5% |
| 1Y | +30.8% | +30.7% | +0.1% | +15.4% |
| All | +117.9% | +122.7% | -4.8% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling