+1,557.1%
ASML vs SPYM
+309.8%
+1,247.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.5% |
| 7D | +4.9% | +2.6% | +2.4% | +1.2% |
| 30D | -9.3% | -2.0% | -7.3% | -6.0% |
| 3M | -19.0% | -2.8% | -16.2% | -15.1% |
| 6M | -5.2% | +2.2% | -7.4% | -6.8% |
| YTD | +40.6% | +11.5% | +29.1% | +23.0% |
| 1Y | +47.5% | +13.5% | +34.0% | +26.1% |
| 3Y | +133.9% | +78.0% | +55.8% | +9.1% |
| 5Y | +83.8% | +73.1% | +10.6% | -7.2% |
| All | +1,557.1% | +309.8% | +1,247.3% | +229.5% |
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