+18,210.0%
ASML vs XLK
+1,455.1%
+16,754.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.3% |
| 7D | +1.1% | +0.9% | +0.2% | 0.0% |
| 30D | +2.2% | +0.7% | +1.4% | +1.1% |
| 3M | -2.3% | -2.9% | +0.6% | +1.9% |
| 6M | +23.0% | +34.3% | -11.3% | -14.4% |
| YTD | +61.1% | +30.4% | +30.7% | +16.4% |
| 1Y | +129.1% | +43.4% | +85.7% | +47.2% |
| 3Y | +165.4% | +116.8% | +48.5% | +2.9% |
| 5Y | +109.5% | +144.0% | -34.6% | -27.3% |
| 10Y | +1,645.7% | +778.8% | +867.0% | +16.5% |
| All | +18,210.0% | +1,455.1% | +16,754.8% | +609.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling