+677.7%
ASML vs SPOT
+263.5%
+414.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.9% | +6.9% | +5.6% |
| 7D | -9.0% | +1.6% | -10.6% | -9.5% |
| 30D | -21.0% | +17.6% | -38.5% | -25.6% |
| 3M | -16.3% | +26.9% | -43.2% | -24.0% |
| 6M | -7.5% | +41.8% | -49.3% | -20.4% |
| YTD | +34.0% | +3.8% | +30.1% | +25.8% |
| 1Y | +39.3% | -2.5% | +41.7% | +33.5% |
| 3Y | +128.9% | +260.6% | -131.7% | +28.0% |
| 5Y | +76.1% | +108.6% | -32.5% | +9.3% |
| All | +677.7% | +263.5% | +414.3% | +249.8% |
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