+108.6%
ASML vs SPOT
+107.9%
+0.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.2% | +7.3% | +5.2% |
| 7D | +1.1% | -0.9% | +2.0% | +1.3% |
| 30D | +2.2% | +12.5% | -10.3% | -2.2% |
| 3M | -2.3% | +9.9% | -12.2% | -6.6% |
| 6M | +23.0% | +1.6% | +21.4% | +19.2% |
| YTD | +61.1% | -6.6% | +67.7% | +59.2% |
| 1Y | +129.1% | -22.9% | +152.0% | +143.6% |
| 3Y | +165.4% | +244.3% | -78.9% | +41.7% |
| All | +108.6% | +107.9% | +0.7% | +15.3% |
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