-7.5%
ASML vs SPXU
-2.4%
-5.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.8% | +4.5% |
| 7D | -9.0% | +7.6% | -16.6% | -3.0% |
| 30D | -21.0% | +17.5% | -38.5% | -9.0% |
| 3M | -16.3% | +14.7% | -30.9% | -4.9% |
| 6M | -7.5% | -0.1% | -7.5% | -5.9% |
| All | -7.5% | -2.4% | -5.1% | -5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling