+108.6%
ASML vs XLI
+81.3%
+27.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +3.6% |
| 7D | +1.1% | -1.1% | +2.2% | +2.6% |
| 30D | +2.2% | -5.9% | +8.1% | +11.7% |
| 3M | -2.3% | -0.3% | -2.0% | -1.4% |
| 6M | +23.0% | +0.1% | +22.8% | +24.2% |
| YTD | +61.1% | +13.6% | +47.5% | +35.9% |
| 1Y | +129.1% | +17.2% | +111.9% | +85.0% |
| 3Y | +165.4% | +68.2% | +97.1% | +25.7% |
| All | +108.6% | +81.3% | +27.2% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling