+93.0%
ASML vs XLI
+70.0%
+22.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.2% |
| 7D | -2.9% | -1.5% | -1.3% | -0.3% |
| 30D | -15.2% | -0.3% | -14.9% | -14.3% |
| 3M | -12.9% | -8.4% | -4.5% | -0.4% |
| 6M | -5.0% | -2.1% | -3.0% | -0.9% |
| YTD | +41.8% | +9.6% | +32.2% | +26.6% |
| 1Y | +46.0% | +10.7% | +35.4% | +28.7% |
| 3Y | +133.5% | +71.6% | +61.9% | +7.0% |
| 5Y | +93.0% | +70.8% | +22.2% | -14.1% |
| All | +93.0% | +70.0% | +22.9% | -14.1% |
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 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