+46.1%
ASML vs SPGI
+3.2%
+42.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.4% | -7.0% | -2.5% |
| 7D | -10.0% | +7.2% | -17.2% | -7.9% |
| 30D | -19.4% | +23.2% | -42.7% | -14.1% |
| 3M | -12.5% | +17.0% | -29.5% | -7.9% |
| 6M | +8.2% | +20.4% | -12.2% | +15.6% |
| YTD | +40.7% | -1.9% | +42.6% | +56.7% |
| 1Y | +46.1% | +2.9% | +43.2% | +67.2% |
| All | +46.1% | +3.2% | +42.9% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 1y: compounded portfolio wealth divided by compounded SPGI 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…
1y analysis · Full analysis span regression · 6 months rolling