+6,821.3%
ASML vs SPXU
-100.0%
+6,921.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +13.2% | -22.5% | -3.1% |
| 7D | -19.0% | +14.2% | -33.3% | -12.9% |
| 30D | -25.9% | +19.3% | -45.3% | -18.4% |
| 3M | -19.1% | +16.2% | -35.2% | -11.7% |
| 6M | -5.7% | -3.5% | -2.3% | -3.4% |
| YTD | +27.6% | -19.2% | +46.8% | +23.8% |
| 1Y | +30.8% | -20.7% | +51.4% | +26.8% |
| 3Y | +116.2% | -79.5% | +195.7% | +34.2% |
| 5Y | +67.7% | -81.7% | +149.4% | +27.3% |
| 10Y | +1,355.3% | -99.5% | +1,454.8% | +290.0% |
| All | +6,821.3% | -100.0% | +6,921.3% | +426.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling