+75.5%
ASML vs XLC
+34.6%
+40.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.4% | +4.6% | +4.6% |
| 7D | -9.0% | +4.9% | -13.9% | -13.6% |
| 30D | -21.0% | -5.8% | -15.1% | -16.1% |
| 3M | -16.3% | -5.4% | -10.9% | -12.4% |
| 6M | -7.5% | -10.2% | +2.6% | +1.3% |
| YTD | +34.0% | -10.2% | +44.2% | +46.8% |
| 1Y | +39.3% | -5.6% | +44.9% | +43.9% |
| 3Y | +128.9% | +61.0% | +67.9% | +27.1% |
| All | +75.5% | +34.6% | +40.9% | +14.7% |
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