+1,557.1%
ASML vs SPGI
+333.9%
+1,223.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.8% |
| 7D | +4.9% | +1.2% | +3.7% | +4.2% |
| 30D | -9.3% | +15.9% | -25.2% | -17.4% |
| 3M | -19.0% | +12.3% | -31.3% | -25.5% |
| 6M | -5.2% | +23.7% | -28.9% | -20.3% |
| YTD | +40.6% | -3.5% | +44.2% | +37.0% |
| 1Y | +47.5% | +0.4% | +47.1% | +39.2% |
| 3Y | +133.9% | +29.9% | +104.0% | +76.0% |
| 5Y | +83.8% | +15.2% | +68.6% | +49.9% |
| All | +1,557.1% | +333.9% | +1,223.2% | +525.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling