+45.2%
ASML vs SPGI
+0.4%
+44.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.8% |
| 7D | +10.4% | -0.8% | +11.2% | +10.1% |
| 30D | -12.7% | +14.3% | -27.0% | -9.1% |
| 3M | -17.2% | +14.5% | -31.7% | -13.5% |
| 6M | -1.3% | +17.3% | -18.6% | +4.5% |
| YTD | +40.8% | -4.6% | +45.4% | +55.7% |
| 1Y | +45.2% | +0.8% | +44.4% | +64.8% |
| All | +45.2% | +0.4% | +44.8% | +64.8% |
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