+164.9%
ASML vs SPGI
+21.8%
+143.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.7% | +4.4% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +2.2% | +8.4% | -6.2% | +0.7% |
| 3M | -2.3% | +11.8% | -14.1% | -5.1% |
| 6M | +23.0% | +5.7% | +17.3% | +21.4% |
| YTD | +61.1% | -9.7% | +70.7% | +69.9% |
| 1Y | +129.1% | -12.5% | +141.6% | +145.0% |
| All | +164.9% | +21.8% | +143.2% | +115.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling