+108.6%
ASML vs SPXS
-86.0%
+194.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.8% |
| 6M | +23.0% | -29.6% | +52.6% | +5.4% |
| YTD | +61.1% | -29.8% | +90.9% | +39.4% |
| 1Y | +129.1% | -38.9% | +168.0% | +86.4% |
| 3Y | +165.4% | -79.6% | +245.0% | +40.4% |
| All | +108.6% | -86.0% | +194.5% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling