+67.7%
ASML vs SPGI
+11.5%
+56.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.9% | -7.4% | -8.4% |
| 7D | -19.0% | +2.6% | -21.6% | -20.1% |
| 30D | -25.9% | +19.3% | -45.2% | -32.2% |
| 3M | -19.1% | +15.5% | -34.5% | -25.3% |
| 6M | -5.7% | +18.3% | -24.1% | -16.4% |
| YTD | +27.6% | -3.8% | +31.4% | +28.2% |
| 1Y | +30.8% | +1.3% | +29.4% | +25.8% |
| 3Y | +116.2% | +33.6% | +82.6% | +54.5% |
| 5Y | +67.7% | +13.2% | +54.5% | +36.4% |
| All | +67.7% | +11.5% | +56.1% | +36.4% |
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 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