+1,504.8%
ASML vs XLK
+710.7%
+794.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.7% | +2.5% | +1.8% |
| 7D | -0.8% | -1.9% | +1.1% | +1.7% |
| 30D | -14.9% | -14.0% | -0.9% | +2.1% |
| 3M | -13.0% | -9.0% | -4.0% | -2.5% |
| 6M | -4.7% | -2.4% | -2.3% | -1.0% |
| YTD | +42.3% | +19.1% | +23.2% | +17.5% |
| 1Y | +49.7% | +19.2% | +30.5% | +23.6% |
| 3Y | +144.3% | +99.1% | +45.2% | +13.0% |
| 5Y | +86.4% | +112.0% | -25.6% | -17.5% |
| 10Y | +1,504.8% | +699.4% | +805.4% | +77.9% |
| All | +1,504.8% | +710.7% | +794.1% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 10y: compounded portfolio wealth divided by compounded XLK 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…
10y analysis · Full analysis span regression · 6 months rolling