+134.2%
ASML vs SPYG
+93.4%
+40.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.2% | -2.0% |
| 7D | +10.4% | +4.2% | +6.1% | +4.0% |
| 30D | -12.7% | -7.4% | -5.3% | -1.8% |
| 3M | -17.2% | -5.3% | -11.9% | -9.9% |
| 6M | -1.3% | -1.2% | -0.1% | +1.8% |
| YTD | +40.8% | +9.0% | +31.8% | +27.5% |
| 1Y | +45.2% | +8.8% | +36.4% | +31.9% |
| All | +134.2% | +93.4% | +40.8% | -7.2% |
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