+93.0%
ASML vs SPYM
+72.9%
+20.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | +0.3% |
| 7D | -2.9% | -0.6% | -2.3% | -1.6% |
| 30D | -15.2% | -3.7% | -11.5% | -8.8% |
| 3M | -12.9% | -2.7% | -10.2% | -8.1% |
| 6M | -5.0% | +2.2% | -7.3% | -7.3% |
| YTD | +41.8% | +10.9% | +30.9% | +21.4% |
| 1Y | +46.0% | +11.3% | +34.7% | +24.4% |
| 3Y | +133.5% | +76.8% | +56.6% | -8.9% |
| 5Y | +93.0% | +73.5% | +19.5% | -18.8% |
| All | +93.0% | +72.9% | +20.1% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling