+15,897.2%
ASML vs XLP
+582.4%
+15,314.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.4% | -7.0% | -6.4% |
| 7D | -10.0% | +5.9% | -15.9% | -14.5% |
| 30D | -19.4% | +13.5% | -32.9% | -28.2% |
| 3M | -12.5% | +8.4% | -20.9% | -19.3% |
| 6M | +8.2% | +11.5% | -3.3% | -4.4% |
| YTD | +40.7% | +20.6% | +20.1% | +15.6% |
| 1Y | +46.1% | +24.3% | +21.8% | +16.5% |
| 3Y | +138.5% | +45.1% | +93.4% | +60.9% |
| 5Y | +84.2% | +44.6% | +39.6% | +25.9% |
| 10Y | +1,505.1% | +133.1% | +1,372.0% | +612.9% |
| All | +15,897.2% | +582.4% | +15,314.9% | +3,226.0% |
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 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