+39.3%
ASML vs SPXS
-21.5%
+60.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +4.4% |
| 7D | -9.0% | +7.5% | -16.5% | -3.0% |
| 30D | -21.0% | +17.5% | -38.4% | -9.1% |
| 3M | -16.3% | +14.7% | -31.0% | -5.1% |
| 6M | -7.5% | -0.1% | -7.4% | -2.9% |
| YTD | +34.0% | -19.7% | +53.7% | +25.2% |
| 1Y | +39.3% | -23.6% | +62.9% | +27.8% |
| All | +39.3% | -21.5% | +60.8% | +27.8% |
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