+1,395.4%
ASML vs SPY
+312.9%
+1,082.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.7% | +4.6% |
| 7D | -9.0% | -2.7% | -6.3% | -5.0% |
| 30D | -21.0% | -5.4% | -15.6% | -13.7% |
| 3M | -16.3% | -4.1% | -12.2% | -10.5% |
| 6M | -7.5% | +0.7% | -8.2% | -7.2% |
| YTD | +34.0% | +8.7% | +25.3% | +21.6% |
| 1Y | +39.3% | +10.9% | +28.4% | +22.9% |
| 3Y | +128.9% | +75.0% | +53.9% | +8.1% |
| 5Y | +76.1% | +67.8% | +8.3% | -8.1% |
| All | +1,395.4% | +312.9% | +1,082.6% | +184.5% |
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