+112.4%
ASML vs XLY
+27.1%
+85.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -0.6% |
| 7D | +2.8% | -2.1% | +4.9% | +5.0% |
| 30D | -0.2% | -6.0% | +5.8% | +6.2% |
| 3M | -2.6% | -2.7% | +0.2% | -0.7% |
| 6M | +27.9% | -1.5% | +29.3% | +29.3% |
| YTD | +62.4% | -5.4% | +67.9% | +71.7% |
| 1Y | +116.2% | -3.8% | +120.1% | +123.9% |
| 3Y | +182.4% | +36.6% | +145.8% | +96.0% |
| 5Y | +112.4% | +27.4% | +85.0% | +55.3% |
| All | +112.4% | +27.1% | +85.3% | +55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling