+140.0%
ASML vs SPYG
+93.9%
+46.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | -0.7% |
| 7D | +2.5% | -1.5% | +4.1% | +5.2% |
| 30D | -12.2% | -7.2% | -5.0% | -1.6% |
| 3M | -14.6% | -4.6% | -10.0% | -8.0% |
| 6M | -1.7% | -1.2% | -0.5% | +1.4% |
| YTD | +44.3% | +9.3% | +35.0% | +30.1% |
| 1Y | +51.0% | +8.8% | +42.1% | +37.0% |
| All | +140.0% | +93.9% | +46.1% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling