+85,040.9%
ASML vs SPY
+2,588.6%
+82,452.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.2% | -6.1% |
| 7D | -10.0% | -0.7% | -9.3% | -9.1% |
| 30D | -19.4% | -1.0% | -18.4% | -18.0% |
| 3M | -12.5% | -0.3% | -12.1% | -12.0% |
| 6M | +8.2% | +7.3% | +0.9% | -1.5% |
| YTD | +40.7% | +13.3% | +27.4% | +19.3% |
| 1Y | +46.1% | +14.8% | +31.4% | +21.8% |
| 3Y | +138.5% | +82.9% | +55.6% | +2.3% |
| 5Y | +84.2% | +75.6% | +8.6% | -11.4% |
| 10Y | +1,505.1% | +330.5% | +1,174.6% | +107.9% |
| All | +85,040.9% | +2,588.6% | +82,452.3% | +1,083.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling