+67.7%
ASML vs XLC
+34.6%
+33.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.6% | -8.7% | -8.7% |
| 7D | -19.0% | +3.1% | -22.1% | -21.7% |
| 30D | -25.9% | -6.5% | -19.4% | -20.7% |
| 3M | -19.1% | -5.6% | -13.5% | -15.2% |
| 6M | -5.7% | -9.2% | +3.5% | +2.1% |
| YTD | +27.6% | -10.6% | +38.1% | +40.4% |
| 1Y | +30.8% | -6.9% | +37.6% | +37.1% |
| 3Y | +116.2% | +59.9% | +56.4% | +21.0% |
| 5Y | +67.7% | +34.7% | +33.0% | +8.3% |
| All | +67.7% | +34.6% | +33.1% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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