+108.6%
ASML vs SPGI
+8.3%
+100.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.7% | +5.0% |
| 7D | +1.1% | +0.1% | +1.0% | +0.8% |
| 30D | +2.2% | +8.4% | -6.2% | -2.5% |
| 3M | -2.3% | +11.8% | -14.1% | -10.5% |
| 6M | +23.0% | +5.7% | +17.3% | +15.7% |
| YTD | +61.1% | -9.7% | +70.7% | +67.5% |
| 1Y | +129.1% | -12.5% | +141.6% | +141.0% |
| 3Y | +165.4% | +21.8% | +143.5% | +100.7% |
| All | +108.6% | +8.3% | +100.3% | +69.7% |
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