+1,395.4%
ASML vs XLI
+236.0%
+1,159.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +4.9% |
| 7D | -9.0% | -2.8% | -6.2% | -5.8% |
| 30D | -21.0% | -3.1% | -17.9% | -17.8% |
| 3M | -16.3% | -11.7% | -4.6% | -3.4% |
| 6M | -7.5% | -7.6% | 0.0% | +2.0% |
| YTD | +34.0% | +5.7% | +28.3% | +29.0% |
| 1Y | +39.3% | +7.8% | +31.5% | +31.4% |
| 3Y | +128.9% | +67.4% | +61.5% | +38.1% |
| 5Y | +76.1% | +64.8% | +11.3% | +10.3% |
| All | +1,395.4% | +236.0% | +1,159.4% | +554.6% |
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