+114.2%
ASML vs XLY
-4.4%
+118.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.0% |
| 7D | +2.5% | -3.9% | +6.4% | +6.1% |
| 30D | -6.2% | -6.1% | -0.1% | -0.9% |
| 3M | -2.6% | -1.2% | -1.4% | -2.9% |
| 6M | +22.4% | -1.8% | +24.2% | +22.9% |
| YTD | +58.5% | -5.9% | +64.3% | +65.3% |
| 1Y | +114.2% | -3.1% | +117.3% | +118.7% |
| All | +114.2% | -4.4% | +118.6% | +118.7% |
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