+46.0%
ASML vs SPXS
-26.0%
+72.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | +0.5% |
| 7D | -2.9% | +0.4% | -3.3% | -1.3% |
| 30D | -15.2% | +10.8% | -26.0% | -6.3% |
| 3M | -12.9% | +9.6% | -22.5% | -4.0% |
| 6M | -5.0% | -4.7% | -0.3% | -3.5% |
| YTD | +41.8% | -24.6% | +66.4% | +26.9% |
| 1Y | +46.0% | -24.6% | +70.6% | +31.6% |
| All | +46.0% | -26.0% | +72.1% | +31.6% |
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