+683.1%
ASML vs XLC
+129.1%
+554.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.5% | -7.1% | -7.3% |
| 7D | -10.0% | +1.8% | -11.8% | -11.9% |
| 30D | -19.4% | -6.0% | -13.5% | -14.3% |
| 3M | -12.5% | -6.0% | -6.5% | -7.8% |
| 6M | +8.2% | -9.1% | +17.3% | +16.7% |
| YTD | +40.7% | -10.0% | +50.7% | +53.5% |
| 1Y | +46.1% | -5.8% | +51.9% | +51.3% |
| 3Y | +138.5% | +60.8% | +77.7% | +36.9% |
| 5Y | +84.2% | +36.6% | +47.6% | +26.8% |
| All | +683.1% | +129.1% | +554.0% | +206.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling