+1,559.3%
ASML vs XLK
+723.0%
+836.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.0% |
| 7D | +10.4% | +7.0% | +3.3% | +1.9% |
| 30D | -12.7% | -11.5% | -1.3% | +1.1% |
| 3M | -17.2% | -7.9% | -9.3% | -8.5% |
| 6M | -1.3% | -0.6% | -0.7% | +0.3% |
| YTD | +40.8% | +21.1% | +19.7% | +13.9% |
| 1Y | +45.2% | +18.8% | +26.4% | +20.2% |
| 3Y | +131.8% | +97.3% | +34.5% | +8.2% |
| 5Y | +84.0% | +115.5% | -31.5% | -20.3% |
| All | +1,559.3% | +723.0% | +836.2% | +76.7% |
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