+1,696.4%
ASML vs XLY
+218.0%
+1,478.3%
-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% | -1.9% |
| 7D | +2.5% | -3.9% | +6.4% | +6.9% |
| 30D | -6.2% | -6.1% | -0.1% | +0.1% |
| 3M | -2.6% | -1.2% | -1.4% | -2.4% |
| 6M | +22.4% | -1.8% | +24.2% | +24.2% |
| YTD | +58.5% | -5.9% | +64.3% | +68.6% |
| 1Y | +114.2% | -3.1% | +117.3% | +120.0% |
| 3Y | +175.5% | +36.0% | +139.5% | +91.8% |
| 5Y | +105.9% | +27.6% | +78.4% | +55.5% |
| All | +1,696.4% | +218.0% | +1,478.3% | +443.0% |
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