+1,504.8%
ASML vs SPMO
+455.3%
+1,049.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.4% | +1.8% | +0.8% |
| 7D | -0.8% | -1.9% | +1.1% | +1.8% |
| 30D | -14.9% | -14.1% | -0.8% | +3.0% |
| 3M | -13.0% | -13.1% | +0.1% | +4.1% |
| 6M | -4.7% | -9.4% | +4.7% | +9.2% |
| YTD | +42.3% | +9.5% | +32.8% | +30.9% |
| 1Y | +49.7% | +10.5% | +39.2% | +36.4% |
| 3Y | +144.3% | +124.4% | +19.9% | -0.8% |
| 5Y | +86.4% | +110.5% | -24.2% | -17.0% |
| 10Y | +1,504.8% | +450.3% | +1,054.6% | +259.4% |
| All | +1,504.8% | +455.3% | +1,049.5% | +259.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling