+1,670.8%
ASML vs XLF
+252.1%
+1,418.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.8% |
| 7D | +1.1% | 0.0% | +1.1% | +1.0% |
| 30D | +2.2% | +0.2% | +2.0% | +1.9% |
| 3M | -2.3% | +11.7% | -14.0% | -11.3% |
| 6M | +23.0% | +13.8% | +9.2% | +10.2% |
| YTD | +61.1% | +7.0% | +54.1% | +51.5% |
| 1Y | +129.1% | +9.1% | +120.0% | +111.6% |
| 3Y | +165.4% | +75.6% | +89.7% | +65.0% |
| 5Y | +109.5% | +66.4% | +43.0% | +37.9% |
| All | +1,670.8% | +252.1% | +1,418.7% | +682.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 10y: compounded portfolio wealth divided by compounded XLF 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…
10y analysis · Full analysis span regression · 6 months rolling