+129.1%
ASML vs SPYM
+20.9%
+108.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +5.0% |
| 7D | +1.1% | +0.1% | +1.0% | +0.7% |
| 30D | +2.2% | +0.1% | +2.1% | +1.9% |
| 3M | -2.3% | +2.0% | -4.3% | -6.4% |
| 6M | +23.0% | +13.1% | +9.9% | -4.8% |
| YTD | +61.1% | +13.6% | +47.4% | +24.2% |
| 1Y | +129.1% | +20.1% | +109.0% | +59.4% |
| All | +129.1% | +20.9% | +108.2% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 1y: compounded portfolio wealth divided by compounded SPYM 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…
1y analysis · Full analysis span regression · 6 months rolling