+1,582.8%
ASML vs SPY
+311.8%
+1,271.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.4% | -0.2% |
| 7D | +2.5% | -0.9% | +3.5% | +4.4% |
| 30D | -12.2% | -2.4% | -9.9% | -8.5% |
| 3M | -14.6% | -1.2% | -13.5% | -12.7% |
| 6M | -1.7% | +3.3% | -5.0% | -5.0% |
| YTD | +44.3% | +12.3% | +32.0% | +24.8% |
| 1Y | +51.0% | +12.4% | +38.6% | +30.5% |
| 3Y | +137.6% | +78.8% | +58.8% | +8.5% |
| 5Y | +92.7% | +75.2% | +17.6% | -5.5% |
| 10Y | +1,582.8% | +311.1% | +1,271.7% | +200.6% |
| All | +1,582.8% | +311.8% | +1,271.1% | +200.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling