+75.5%
ASML vs SPGI
+11.1%
+64.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.0% | +5.5% |
| 7D | -9.0% | +0.3% | -9.3% | -9.2% |
| 30D | -21.0% | +18.4% | -39.3% | -27.4% |
| 3M | -16.3% | +15.7% | -32.0% | -22.9% |
| 6M | -7.5% | +17.3% | -24.8% | -17.7% |
| YTD | +34.0% | -4.7% | +38.7% | +35.3% |
| 1Y | +39.3% | +1.8% | +37.5% | +33.0% |
| 3Y | +128.9% | +31.7% | +97.2% | +64.9% |
| All | +75.5% | +11.1% | +64.3% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling