+15,885.1%
ASML vs XLY
+1,192.5%
+14,692.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | +4.9% | +2.0% | +2.9% | +2.8% |
| 30D | -9.3% | +7.6% | -16.9% | -16.4% |
| 3M | -19.0% | +1.5% | -20.5% | -20.8% |
| 6M | -5.2% | +1.5% | -6.7% | -7.9% |
| YTD | +40.6% | +1.1% | +39.5% | +38.0% |
| 1Y | +47.5% | +4.3% | +43.2% | +39.8% |
| 3Y | +133.9% | +51.8% | +82.1% | +45.8% |
| 5Y | +83.8% | +22.8% | +61.0% | +46.4% |
| 10Y | +1,539.7% | +233.4% | +1,306.3% | +344.5% |
| All | +15,885.1% | +1,192.5% | +14,692.6% | +729.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling