+128.9%
ASML vs SPG
+124.5%
+4.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.2% | +4.8% |
| 7D | -9.0% | +4.9% | -13.9% | -10.4% |
| 30D | -21.0% | +15.6% | -36.6% | -24.9% |
| 3M | -16.3% | +4.1% | -20.4% | -17.4% |
| 6M | -7.5% | +13.6% | -21.1% | -12.9% |
| YTD | +34.0% | +27.5% | +6.4% | +19.9% |
| 1Y | +39.3% | +32.2% | +7.0% | +22.4% |
| 3Y | +128.9% | +126.0% | +2.8% | +50.8% |
| All | +128.9% | +124.5% | +4.3% | +50.8% |
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 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