+726.0%
ASML vs SPOT
+267.1%
+458.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.2% | +5.9% |
| 7D | -0.8% | +2.5% | -3.4% | -1.7% |
| 30D | -14.9% | +15.1% | -30.0% | -19.3% |
| 3M | -13.0% | +24.8% | -37.7% | -20.5% |
| 6M | -4.7% | +45.8% | -50.5% | -18.7% |
| YTD | +42.3% | +4.9% | +37.4% | +33.2% |
| 1Y | +49.7% | -1.3% | +51.0% | +43.0% |
| 3Y | +144.3% | +257.7% | -113.4% | +37.2% |
| 5Y | +86.4% | +118.5% | -32.2% | +13.9% |
| All | +726.0% | +267.1% | +458.9% | +270.5% |
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