+18,210.0%
ASML vs XLP
+523.7%
+17,686.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.8% |
| 7D | +1.1% | -1.0% | +2.1% | +1.9% |
| 30D | +2.2% | -0.9% | +3.1% | +2.7% |
| 3M | -2.3% | +3.8% | -6.1% | -7.1% |
| 6M | +23.0% | -1.7% | +24.7% | +22.3% |
| YTD | +61.1% | +10.3% | +50.8% | +44.2% |
| 1Y | +129.1% | +7.8% | +121.3% | +107.9% |
| 3Y | +165.4% | +27.2% | +138.2% | +102.7% |
| 5Y | +109.5% | +32.5% | +76.9% | +55.8% |
| 10Y | +1,645.7% | +101.8% | +1,543.9% | +788.1% |
| All | +18,210.0% | +523.7% | +17,686.3% | +4,051.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling