+1,559.3%
ASML vs XLY
+233.2%
+1,326.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.0% |
| 7D | +10.4% | +2.4% | +8.0% | +7.6% |
| 30D | -12.7% | +7.2% | -19.9% | -19.3% |
| 3M | -17.2% | +2.4% | -19.6% | -19.8% |
| 6M | -1.3% | +2.3% | -3.6% | -4.8% |
| YTD | +40.8% | +1.5% | +39.3% | +37.6% |
| 1Y | +45.2% | +2.1% | +43.1% | +40.9% |
| 3Y | +131.8% | +53.0% | +78.8% | +41.4% |
| 5Y | +84.0% | +23.3% | +60.7% | +44.8% |
| All | +1,559.3% | +233.2% | +1,326.0% | +390.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling