+108.6%
ASML vs SPG
+102.5%
+6.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.7% |
| 7D | +1.1% | -2.4% | +3.5% | +2.4% |
| 30D | +2.2% | -6.8% | +9.0% | +6.1% |
| 3M | -2.3% | +2.7% | -5.0% | -5.1% |
| 6M | +23.0% | +5.5% | +17.5% | +17.7% |
| YTD | +61.1% | +15.7% | +45.4% | +45.4% |
| 1Y | +129.1% | +20.9% | +108.2% | +100.3% |
| 3Y | +165.4% | +112.4% | +53.0% | +54.0% |
| All | +108.6% | +102.5% | +6.0% | +20.0% |
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