+8,090.0%
ASML vs SPYM
+789.7%
+7,300.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.7% | +4.6% |
| 7D | -9.0% | -2.7% | -6.3% | -5.6% |
| 30D | -21.0% | -5.4% | -15.6% | -14.9% |
| 3M | -16.3% | -4.1% | -12.2% | -11.4% |
| 6M | -7.5% | +0.8% | -8.3% | -7.2% |
| YTD | +34.0% | +8.8% | +25.2% | +23.5% |
| 1Y | +39.3% | +11.0% | +28.3% | +25.4% |
| 3Y | +128.9% | +75.5% | +53.4% | +21.5% |
| 5Y | +76.1% | +68.4% | +7.6% | +3.2% |
| 10Y | +1,428.4% | +316.1% | +1,112.3% | +242.9% |
| All | +8,090.0% | +789.7% | +7,300.3% | +736.3% |
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 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