-7.5%
ASML vs XLI
-6.7%
-0.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +4.8% |
| 7D | -9.0% | -2.8% | -6.2% | -4.1% |
| 30D | -21.0% | -3.1% | -17.9% | -16.1% |
| 3M | -16.3% | -11.7% | -4.6% | +3.8% |
| 6M | -7.5% | -7.6% | 0.0% | +6.5% |
| All | -7.5% | -6.7% | -0.8% | +6.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling