+93.0%
ASML vs SPXU
-83.3%
+176.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | +0.3% |
| 7D | -2.9% | +0.5% | -3.4% | -1.4% |
| 30D | -15.2% | +10.9% | -26.1% | -8.1% |
| 3M | -12.9% | +9.6% | -22.5% | -5.9% |
| 6M | -5.0% | -4.7% | -0.4% | -3.0% |
| YTD | +41.8% | -24.6% | +66.4% | +30.8% |
| 1Y | +46.0% | -24.7% | +70.8% | +35.7% |
| 3Y | +133.5% | -80.0% | +213.5% | +23.1% |
| 5Y | +93.0% | -83.5% | +176.5% | +24.4% |
| All | +93.0% | -83.3% | +176.3% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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