+1,644.6%
ASML vs SPYM
+318.2%
+1,326.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.7% |
| 7D | +1.1% | +0.1% | +1.0% | +0.9% |
| 30D | +2.2% | +0.1% | +2.1% | +2.0% |
| 3M | -2.3% | +2.0% | -4.3% | -4.5% |
| 6M | +23.0% | +13.1% | +9.9% | +4.5% |
| YTD | +61.1% | +13.6% | +47.4% | +36.4% |
| 1Y | +129.1% | +20.1% | +109.0% | +80.0% |
| 3Y | +165.4% | +77.6% | +87.8% | +23.7% |
| 5Y | +109.5% | +82.5% | +26.9% | -1.6% |
| All | +1,644.6% | +318.2% | +1,326.4% | +226.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling