+16,283.2%
ASML vs XLF
+425.7%
+15,857.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.3% |
| 7D | +2.5% | -1.0% | +3.5% | +3.4% |
| 30D | -12.2% | +6.5% | -18.7% | -16.2% |
| 3M | -14.6% | +1.8% | -16.4% | -16.0% |
| 6M | -1.7% | +15.4% | -17.1% | -12.1% |
| YTD | +44.3% | +8.4% | +35.9% | +35.2% |
| 1Y | +51.0% | +11.9% | +39.1% | +38.2% |
| 3Y | +137.6% | +81.1% | +56.5% | +53.3% |
| 5Y | +92.7% | +59.5% | +33.3% | +39.1% |
| 10Y | +1,580.6% | +225.2% | +1,355.4% | +619.1% |
| All | +16,283.2% | +425.7% | +15,857.5% | +3,994.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling