+1,323.9%
ASML vs XLP
+129.4%
+1,194.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.8% | -8.6% | -8.8% |
| 7D | -19.0% | +3.5% | -22.5% | -21.1% |
| 30D | -25.9% | +11.6% | -37.5% | -31.9% |
| 3M | -19.1% | +7.6% | -26.7% | -23.9% |
| 6M | -5.7% | +10.0% | -15.8% | -14.2% |
| YTD | +27.6% | +19.7% | +7.9% | +7.8% |
| 1Y | +30.8% | +23.5% | +7.3% | +7.4% |
| 3Y | +116.2% | +44.0% | +72.3% | +48.9% |
| 5Y | +67.7% | +42.7% | +25.0% | +17.8% |
| All | +1,323.9% | +129.4% | +1,194.5% | +604.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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