+92.7%
ASML vs SPXS
-83.8%
+176.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.7% | -0.6% |
| 7D | +2.5% | +1.5% | +1.1% | +4.8% |
| 30D | -12.2% | +6.3% | -18.5% | -7.2% |
| 3M | -14.6% | +4.2% | -18.9% | -10.4% |
| 6M | -1.7% | -7.9% | +6.2% | -1.6% |
| YTD | +44.3% | -27.5% | +71.8% | +30.2% |
| 1Y | +51.0% | -27.0% | +78.0% | +37.8% |
| 3Y | +137.6% | -80.5% | +218.1% | +23.5% |
| 5Y | +92.7% | -84.0% | +176.7% | +22.2% |
| All | +92.7% | -83.8% | +176.5% | +22.2% |
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