+15,132.3%
ASML vs XLK
+1,269.6%
+13,862.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.5% | +3.6% | +3.2% |
| 7D | -9.0% | -8.2% | -0.8% | +1.4% |
| 30D | -21.0% | -18.2% | -2.8% | +1.9% |
| 3M | -16.3% | -11.0% | -5.3% | -3.0% |
| 6M | -7.5% | -2.9% | -4.6% | -3.4% |
| YTD | +34.0% | +14.8% | +19.1% | +13.9% |
| 1Y | +39.3% | +14.5% | +24.8% | +18.9% |
| 3Y | +128.9% | +94.2% | +34.7% | +2.1% |
| 5Y | +76.1% | +104.6% | -28.5% | -23.8% |
| 10Y | +1,428.4% | +690.2% | +738.1% | +16.7% |
| All | +15,132.3% | +1,269.6% | +13,862.7% | +593.6% |
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