+2,020.3%
ASML vs SPMO
+572.4%
+1,447.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +2.3% |
| 7D | +1.1% | +2.0% | -0.9% | -1.2% |
| 30D | +2.2% | -0.4% | +2.6% | +2.7% |
| 3M | -2.3% | -1.9% | -0.4% | +0.8% |
| 6M | +23.0% | +25.0% | -2.1% | -4.2% |
| YTD | +61.1% | +26.0% | +35.0% | +24.8% |
| 1Y | +129.1% | +28.7% | +100.4% | +73.7% |
| 3Y | +165.4% | +160.9% | +4.4% | -8.1% |
| 5Y | +109.5% | +147.9% | -38.5% | -21.4% |
| 10Y | +1,645.7% | +518.9% | +1,126.8% | +250.1% |
| All | +2,020.3% | +572.4% | +1,447.9% | +306.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling