+164.9%
ASML vs SPXS
-79.7%
+244.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +4.9% |
| 7D | +1.1% | -0.1% | +1.2% | +1.0% |
| 30D | +2.2% | +0.8% | +1.4% | +2.8% |
| 3M | -2.3% | -4.7% | +2.4% | -2.9% |
| 6M | +23.0% | -29.6% | +52.6% | +5.3% |
| YTD | +61.1% | -29.8% | +90.9% | +39.3% |
| 1Y | +129.1% | -38.9% | +168.0% | +86.7% |
| All | +164.9% | -79.7% | +244.7% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling