+144.3%
ASML vs XLI
+72.7%
+71.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.8% | +2.4% | +0.7% |
| 7D | -0.8% | -0.5% | -0.4% | +0.3% |
| 30D | -14.9% | -0.2% | -14.7% | -14.2% |
| 3M | -13.0% | -8.6% | -4.4% | -0.5% |
| 6M | -4.7% | -2.0% | -2.7% | -0.7% |
| YTD | +42.3% | +9.7% | +32.6% | +27.9% |
| 1Y | +49.7% | +11.4% | +38.3% | +32.0% |
| 3Y | +144.3% | +74.2% | +70.1% | +11.1% |
| All | +144.3% | +72.7% | +71.6% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling