+12,540.7%
ASML vs SPXS
-100.0%
+12,640.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.7% | 0.0% |
| 7D | +2.5% | +1.5% | +1.1% | +4.4% |
| 30D | -12.2% | +6.3% | -18.5% | -8.2% |
| 3M | -14.6% | +4.2% | -18.9% | -11.3% |
| 6M | -1.7% | -7.9% | +6.2% | -1.4% |
| YTD | +44.3% | -27.5% | +71.8% | +33.8% |
| 1Y | +51.0% | -27.0% | +78.0% | +41.4% |
| 3Y | +137.6% | -80.5% | +218.1% | +46.0% |
| 5Y | +92.7% | -84.0% | +176.7% | +40.1% |
| 10Y | +1,582.8% | -99.5% | +1,682.3% | +365.8% |
| All | +12,540.7% | -100.0% | +12,640.7% | +689.4% |
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