+8,720.4%
ASML vs SPYM
+819.0%
+7,901.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +0.1% |
| 7D | +2.5% | -0.9% | +3.5% | +4.2% |
| 30D | -12.2% | -2.4% | -9.9% | -9.0% |
| 3M | -14.6% | -1.1% | -13.5% | -12.9% |
| 6M | -1.7% | +3.3% | -5.1% | -4.4% |
| YTD | +44.3% | +12.4% | +31.9% | +27.7% |
| 1Y | +51.0% | +12.5% | +38.5% | +33.6% |
| 3Y | +137.6% | +79.1% | +58.5% | +22.9% |
| 5Y | +92.7% | +75.7% | +17.0% | +7.3% |
| 10Y | +1,582.8% | +313.9% | +1,268.9% | +278.0% |
| All | +8,720.4% | +819.0% | +7,901.3% | +765.1% |
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