+1,557.1%
ASML vs XLI
+225.1%
+1,332.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | +4.9% | +3.8% | +1.2% | +0.8% |
| 30D | -9.3% | +1.0% | -10.3% | -9.9% |
| 3M | -19.0% | -8.9% | -10.1% | -9.6% |
| 6M | -5.2% | -2.3% | -2.9% | -1.5% |
| YTD | +40.6% | +9.7% | +30.9% | +30.0% |
| 1Y | +47.5% | +12.3% | +35.2% | +33.0% |
| 3Y | +133.9% | +71.5% | +62.4% | +36.9% |
| 5Y | +83.8% | +70.2% | +13.6% | +10.7% |
| All | +1,557.1% | +225.1% | +1,332.0% | +517.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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