+38.0%
ASML vs XLI
+6.8%
+31.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +4.8% |
| 7D | -9.0% | -2.8% | -6.2% | -4.3% |
| 30D | -21.0% | -3.1% | -17.9% | -16.3% |
| 3M | -16.3% | -11.7% | -4.6% | +3.0% |
| 6M | -7.5% | -7.6% | 0.0% | +6.2% |
| YTD | +34.0% | +5.7% | +28.3% | +22.9% |
| All | +38.0% | +6.8% | +31.2% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling