+9,744.7%
ASML vs SPYM
+829.4%
+8,915.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.6% |
| 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% | -4.1% |
| 6M | +23.0% | +13.1% | +9.9% | +7.0% |
| YTD | +61.1% | +13.6% | +47.4% | +39.8% |
| 1Y | +129.1% | +20.1% | +109.0% | +86.4% |
| 3Y | +165.4% | +77.6% | +87.8% | +38.1% |
| 5Y | +109.5% | +82.5% | +26.9% | +11.1% |
| 10Y | +1,645.7% | +317.6% | +1,328.1% | +285.4% |
| All | +9,744.7% | +829.4% | +8,915.3% | +846.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling