+5,284.8%
ASML vs SPYG
+524.9%
+4,760.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | +0.7% |
| 7D | -2.9% | -1.9% | -0.9% | -0.1% |
| 30D | -15.2% | -9.2% | -6.0% | -3.4% |
| 3M | -12.9% | -6.8% | -6.1% | -4.1% |
| 6M | -5.0% | -2.6% | -2.5% | -0.2% |
| YTD | +41.8% | +7.5% | +34.3% | +32.5% |
| 1Y | +46.0% | +6.7% | +39.4% | +37.9% |
| 3Y | +133.5% | +90.1% | +43.4% | +7.9% |
| 5Y | +93.0% | +69.2% | +23.8% | +7.9% |
| 10Y | +1,534.9% | +391.9% | +1,143.0% | +147.9% |
| All | +5,284.8% | +524.9% | +4,760.0% | +296.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling