-100.0%
SOXS vs ASML
+5,279.2%
-5,379.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +4.2% | -14.4% | -1.8% |
| 7D | -7.0% | +1.1% | -8.1% | -4.1% |
| 30D | +2.8% | +2.2% | +0.6% | +10.9% |
| 3M | -9.8% | -2.3% | -7.5% | +26.2% |
| 6M | -99.2% | +23.0% | -122.2% | -97.8% |
| YTD | -99.5% | +61.1% | -160.6% | -97.5% |
| 1Y | -99.8% | +129.1% | -228.9% | -97.4% |
| 3Y | -100.0% | +165.4% | -265.3% | -99.0% |
| 5Y | -100.0% | +109.5% | -209.5% | -99.6% |
| 10Y | -100.0% | +1,645.7% | -1,745.7% | -99.9% |
| All | -100.0% | +5,279.2% | -5,379.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ASML.
Daily Out/Under-Performance
Portfolio return minus ASML return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASML 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 ASML 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