-5.7%
ASML vs SPGI
+18.0%
-23.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.9% | -7.4% | -10.6% |
| 7D | -19.0% | +2.6% | -21.6% | -17.4% |
| 30D | -25.9% | +19.3% | -45.2% | -15.8% |
| 3M | -19.1% | +15.5% | -34.5% | -9.5% |
| 6M | -5.7% | +18.3% | -24.1% | +11.6% |
| All | -5.7% | +18.0% | -23.7% | +11.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling