+1,553.7%
ASML vs SPY
+306.4%
+1,247.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.2% |
| 7D | -2.9% | -0.6% | -2.3% | -1.7% |
| 30D | -15.2% | -3.7% | -11.5% | -9.8% |
| 3M | -12.9% | -2.7% | -10.2% | -8.7% |
| 6M | -5.0% | +2.2% | -7.2% | -6.7% |
| YTD | +41.8% | +10.8% | +31.0% | +25.0% |
| 1Y | +46.0% | +11.2% | +34.8% | +28.3% |
| 3Y | +133.5% | +76.5% | +57.0% | +8.7% |
| 5Y | +93.0% | +72.9% | +20.1% | -3.5% |
| All | +1,553.7% | +306.4% | +1,247.3% | +201.3% |
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