+18,210.0%
ASML vs XLI
+1,121.5%
+17,088.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +3.7% |
| 7D | +1.1% | -1.1% | +2.2% | +2.4% |
| 30D | +2.2% | -5.9% | +8.1% | +9.9% |
| 3M | -2.3% | -0.3% | -2.0% | -1.4% |
| 6M | +23.0% | +0.1% | +22.8% | +24.4% |
| YTD | +61.1% | +13.6% | +47.5% | +40.6% |
| 1Y | +129.1% | +17.2% | +111.9% | +93.1% |
| 3Y | +165.4% | +68.2% | +97.1% | +48.1% |
| 5Y | +109.5% | +80.7% | +28.7% | +11.0% |
| 10Y | +1,645.7% | +253.3% | +1,392.5% | +296.5% |
| All | +18,210.0% | +1,121.5% | +17,088.4% | +785.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling