-5.7%
ASML vs SPOT
+40.3%
-46.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.1% | -7.2% | -10.2% |
| 7D | -19.0% | +10.3% | -29.3% | -15.3% |
| 30D | -25.9% | +25.9% | -51.8% | -18.1% |
| 3M | -19.1% | +27.4% | -46.5% | -10.0% |
| 6M | -5.7% | +46.5% | -52.2% | +5.5% |
| All | -5.7% | +40.3% | -46.0% | +5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling