+39.3%
ASML vs SPOT
-2.7%
+42.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.9% | +6.9% | +4.7% |
| 7D | -9.0% | +1.6% | -10.6% | -8.7% |
| 30D | -21.0% | +17.6% | -38.5% | -18.6% |
| 3M | -16.3% | +26.9% | -43.2% | -13.3% |
| 6M | -7.5% | +41.8% | -49.3% | -4.5% |
| YTD | +34.0% | +3.8% | +30.1% | +44.0% |
| 1Y | +39.3% | -2.5% | +41.7% | +50.9% |
| All | +39.3% | -2.7% | +42.0% | +50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling