+128.9%
ASML vs XLK
+95.2%
+33.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.5% | +3.6% | +3.2% |
| 7D | -9.0% | -8.2% | -0.8% | +1.2% |
| 30D | -21.0% | -18.2% | -2.8% | +1.5% |
| 3M | -16.3% | -11.0% | -5.3% | -3.2% |
| 6M | -7.5% | -2.9% | -4.6% | -3.5% |
| YTD | +34.0% | +14.8% | +19.1% | +14.2% |
| 1Y | +39.3% | +14.5% | +24.8% | +19.1% |
| 3Y | +128.9% | +94.2% | +34.7% | +3.3% |
| All | +128.9% | +95.2% | +33.6% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling