+1,557.1%
ASML vs SPXS
-99.5%
+1,656.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | +0.5% |
| 7D | +4.9% | -7.5% | +12.5% | +1.3% |
| 30D | -9.3% | +5.3% | -14.6% | -5.3% |
| 3M | -19.0% | +9.7% | -28.7% | -13.4% |
| 6M | -5.2% | -4.6% | -0.7% | -3.2% |
| YTD | +40.6% | -25.8% | +66.4% | +31.0% |
| 1Y | +47.5% | -28.8% | +76.3% | +35.5% |
| 3Y | +133.9% | -80.2% | +214.0% | +39.5% |
| 5Y | +83.8% | -83.2% | +167.0% | +31.0% |
| All | +1,557.1% | -99.5% | +1,656.6% | +355.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling