+46.1%
ASML vs SPXS
-30.2%
+76.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.9% | +1.3% | -7.2% |
| 7D | -10.0% | +2.2% | -12.2% | -8.2% |
| 30D | -19.4% | +3.8% | -23.2% | -16.5% |
| 3M | -12.5% | +3.3% | -15.8% | -9.1% |
| 6M | +8.2% | -16.7% | +24.9% | -1.4% |
| YTD | +40.7% | -28.5% | +69.3% | +19.4% |
| 1Y | +46.1% | -30.4% | +76.6% | +23.2% |
| All | +46.1% | -30.2% | +76.3% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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