+1,395.4%
ASML vs SPYG
+388.2%
+1,007.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.1% | +3.8% |
| 7D | -9.0% | -3.6% | -5.4% | -4.1% |
| 30D | -21.0% | -11.2% | -9.8% | -6.7% |
| 3M | -16.3% | -8.1% | -8.2% | -5.8% |
| 6M | -7.5% | -3.3% | -4.2% | -1.8% |
| YTD | +34.0% | +5.5% | +28.5% | +27.7% |
| 1Y | +39.3% | +7.0% | +32.3% | +30.4% |
| 3Y | +128.9% | +89.5% | +39.4% | +2.5% |
| 5Y | +76.1% | +63.3% | +12.8% | -1.2% |
| All | +1,395.4% | +388.2% | +1,007.2% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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