+51.0%
ASML vs SPYM
+13.0%
+38.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | -1.2% |
| 7D | +2.5% | -0.9% | +3.5% | +5.1% |
| 30D | -12.2% | -2.4% | -9.9% | -6.8% |
| 3M | -14.6% | -1.1% | -13.5% | -12.0% |
| 6M | -1.7% | +3.3% | -5.1% | -8.2% |
| YTD | +44.3% | +12.4% | +31.9% | +13.7% |
| 1Y | +51.0% | +12.5% | +38.5% | +18.7% |
| All | +51.0% | +13.0% | +38.0% | +18.7% |
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