+67.7%
ASML vs SPOT
+109.5%
-41.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.1% | -7.2% | -8.7% |
| 7D | -19.0% | +10.3% | -29.3% | -21.5% |
| 30D | -25.9% | +25.9% | -51.8% | -31.5% |
| 3M | -19.1% | +27.4% | -46.5% | -26.3% |
| 6M | -5.7% | +46.5% | -52.2% | -19.5% |
| YTD | +27.6% | +5.8% | +21.8% | +20.0% |
| 1Y | +30.8% | -0.9% | +31.7% | +25.9% |
| 3Y | +116.2% | +261.5% | -145.2% | +13.4% |
| 5Y | +67.7% | +112.6% | -44.9% | -11.4% |
| All | +67.7% | +109.5% | -41.8% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling