+67.7%
ASML vs SPG
+75.4%
-7.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.9% | -8.5% | -8.9% |
| 7D | -19.0% | +5.0% | -24.1% | -21.3% |
| 30D | -25.9% | +12.3% | -38.2% | -30.8% |
| 3M | -19.1% | +1.9% | -20.9% | -20.2% |
| 6M | -5.7% | +14.4% | -20.2% | -14.2% |
| YTD | +27.6% | +26.5% | +1.1% | +8.9% |
| 1Y | +30.8% | +30.7% | +0.1% | +9.1% |
| 3Y | +116.2% | +122.6% | -6.4% | +19.9% |
| 5Y | +67.7% | +73.3% | -5.6% | -1.7% |
| All | +67.7% | +75.4% | -7.8% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling