+164.9%
ASML vs SPYG
+98.8%
+66.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.4% |
| 7D | +1.1% | +0.4% | +0.7% | +0.5% |
| 30D | +2.2% | -0.4% | +2.6% | +2.8% |
| 3M | -2.3% | +0.5% | -2.8% | -2.4% |
| 6M | +23.0% | +17.5% | +5.5% | -0.9% |
| YTD | +61.1% | +14.3% | +46.7% | +35.2% |
| 1Y | +129.1% | +21.7% | +107.4% | +76.8% |
| All | +164.9% | +98.8% | +66.1% | -1.3% |
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