+11,076.2%
ASML vs SPXS
-100.0%
+11,176.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +13.2% | -22.6% | -3.2% |
| 7D | -19.0% | +14.3% | -33.4% | -13.1% |
| 30D | -25.9% | +19.4% | -45.4% | -18.6% |
| 3M | -19.1% | +16.2% | -35.3% | -11.8% |
| 6M | -5.7% | -3.4% | -2.3% | -3.4% |
| YTD | +27.6% | -19.1% | +46.7% | +24.1% |
| 1Y | +30.8% | -20.5% | +51.2% | +27.1% |
| 3Y | +116.2% | -79.1% | +195.4% | +37.0% |
| 5Y | +67.7% | -81.6% | +149.2% | +29.4% |
| 10Y | +1,355.3% | -99.5% | +1,454.8% | +302.9% |
| All | +11,076.2% | -100.0% | +11,176.2% | +631.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling