+716.2%
ASML vs SPOT
+269.3%
+446.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.9% |
| 7D | +4.9% | +1.6% | +3.3% | +4.4% |
| 30D | -9.3% | +16.9% | -26.2% | -14.3% |
| 3M | -19.0% | +23.0% | -41.9% | -25.6% |
| 6M | -5.2% | +42.2% | -47.4% | -18.4% |
| YTD | +40.6% | +5.5% | +35.1% | +31.4% |
| 1Y | +47.5% | -5.1% | +52.6% | +43.0% |
| 3Y | +133.9% | +257.9% | -124.0% | +31.3% |
| 5Y | +83.8% | +118.4% | -34.6% | +12.4% |
| All | +716.2% | +269.3% | +446.9% | +265.4% |
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