+85,040.9%
ASML vs SPG
+4,840.8%
+80,200.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.9% | -6.5% | -4.7% |
| 7D | -10.0% | +8.2% | -18.2% | -12.7% |
| 30D | -19.4% | +13.5% | -32.9% | -23.4% |
| 3M | -12.5% | +2.2% | -14.7% | -13.5% |
| 6M | +8.2% | +15.9% | -7.6% | +1.4% |
| YTD | +40.7% | +27.6% | +13.1% | +26.9% |
| 1Y | +46.1% | +30.9% | +15.2% | +30.3% |
| 3Y | +138.5% | +124.5% | +14.0% | +71.4% |
| 5Y | +84.2% | +79.9% | +4.3% | +43.4% |
| 10Y | +1,505.1% | +112.9% | +1,392.2% | +914.6% |
| All | +85,040.9% | +4,840.8% | +80,200.1% | +15,017.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling