+67.7%
ASML vs SPY
+67.0%
+0.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.4% | -4.9% | -1.6% |
| 7D | -19.0% | -4.7% | -14.3% | -11.6% |
| 30D | -25.9% | -5.9% | -20.0% | -17.2% |
| 3M | -19.1% | -4.5% | -14.5% | -11.9% |
| 6M | -5.7% | +1.8% | -7.5% | -7.2% |
| YTD | +27.6% | +8.3% | +19.3% | +14.0% |
| 1Y | +30.8% | +9.3% | +21.4% | +15.2% |
| 3Y | +116.2% | +74.9% | +41.4% | -13.2% |
| 5Y | +67.7% | +67.3% | +0.4% | -24.9% |
| All | +67.7% | +67.0% | +0.7% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling