+640.6%
ASML vs SPOT
+270.3%
+370.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.1% | -7.2% | -8.7% |
| 7D | -19.0% | +10.3% | -29.3% | -21.6% |
| 30D | -25.9% | +25.9% | -51.8% | -31.8% |
| 3M | -19.1% | +27.4% | -46.5% | -26.6% |
| 6M | -5.7% | +46.5% | -52.2% | -19.7% |
| YTD | +27.6% | +5.8% | +21.8% | +19.1% |
| 1Y | +30.8% | -0.9% | +31.7% | +24.8% |
| 3Y | +116.2% | +261.5% | -145.2% | +21.0% |
| 5Y | +67.7% | +112.6% | -44.9% | +3.5% |
| All | +640.6% | +270.3% | +370.2% | +231.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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