+75.5%
ASML vs SPYM
+68.0%
+7.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.7% | +4.5% |
| 7D | -9.0% | -2.7% | -6.3% | -4.3% |
| 30D | -21.0% | -5.4% | -15.6% | -12.4% |
| 3M | -16.3% | -4.1% | -12.2% | -9.5% |
| 6M | -7.5% | +0.8% | -8.3% | -7.4% |
| YTD | +34.0% | +8.8% | +25.2% | +18.7% |
| 1Y | +39.3% | +11.0% | +28.3% | +19.3% |
| 3Y | +128.9% | +75.5% | +53.4% | -9.6% |
| All | +75.5% | +68.0% | +7.5% | -22.3% |
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