+140.3%
ASML vs XLP
+45.0%
+95.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.4% | -7.0% | -2.4% |
| 7D | -10.0% | +5.9% | -15.9% | -8.1% |
| 30D | -19.4% | +13.5% | -32.9% | -16.1% |
| 3M | -12.5% | +8.4% | -20.9% | -9.8% |
| 6M | +8.2% | +11.5% | -3.3% | +11.9% |
| YTD | +40.7% | +20.6% | +20.1% | +45.2% |
| 1Y | +46.1% | +24.3% | +21.8% | +50.4% |
| All | +140.3% | +45.0% | +95.3% | +141.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling