+23.0%
ASML vs XLP
-2.5%
+25.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +3.4% |
| 7D | +1.1% | -1.0% | +2.1% | +0.2% |
| 30D | +2.2% | -0.9% | +3.1% | +1.6% |
| 3M | -2.3% | +3.8% | -6.1% | -1.4% |
| 6M | +23.0% | -1.7% | +24.7% | +27.5% |
| All | +23.0% | -2.5% | +25.4% | +27.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling