+46.1%
ASML vs XLY
+3.2%
+43.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.3% | -7.9% | -6.9% |
| 7D | -10.0% | +6.1% | -16.1% | -14.4% |
| 30D | -19.4% | +10.8% | -30.2% | -26.3% |
| 3M | -12.5% | +3.6% | -16.1% | -15.2% |
| 6M | +8.2% | +4.4% | +3.9% | +4.3% |
| YTD | +40.7% | +3.1% | +37.6% | +35.5% |
| 1Y | +46.1% | +3.6% | +42.6% | +40.3% |
| All | +46.1% | +3.2% | +43.0% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 1y: compounded portfolio wealth divided by compounded XLY 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…
1y analysis · Full analysis span regression · 6 months rolling