+47.5%
ASML vs SPY
+12.1%
+35.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.7% |
| 7D | +4.9% | +2.6% | +2.3% | -0.9% |
| 30D | -9.3% | -2.0% | -7.3% | -4.5% |
| 3M | -19.0% | -2.8% | -16.2% | -13.1% |
| 6M | -5.2% | +2.1% | -7.4% | -9.3% |
| YTD | +40.6% | +11.5% | +29.1% | +12.3% |
| 1Y | +47.5% | +13.5% | +34.0% | +13.9% |
| All | +47.5% | +12.1% | +35.5% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling