+1,395.4%
ASML vs SPMO
+422.3%
+973.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.6% | +3.4% | +3.1% |
| 7D | -9.0% | -8.7% | -0.3% | +2.0% |
| 30D | -21.0% | -18.7% | -2.3% | +2.3% |
| 3M | -16.3% | -16.4% | +0.1% | +5.0% |
| 6M | -7.5% | -11.9% | +4.3% | +9.6% |
| YTD | +34.0% | +4.9% | +29.1% | +29.8% |
| 1Y | +39.3% | +6.2% | +33.1% | +33.2% |
| 3Y | +128.9% | +115.1% | +13.7% | -2.2% |
| 5Y | +76.1% | +102.2% | -26.1% | -17.6% |
| All | +1,395.4% | +422.3% | +973.1% | +248.8% |
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