+1,209.8%
SOXX vs ASML
+1,561.5%
-351.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.5% | -3.6% |
| 7D | +9.4% | +4.9% | +4.4% | +5.6% |
| 30D | -13.8% | -9.3% | -4.5% | -6.7% |
| 3M | -18.6% | -19.0% | +0.4% | -4.3% |
| 6M | -15.1% | -5.2% | -9.9% | -10.3% |
| YTD | +49.0% | +40.6% | +8.4% | +16.8% |
| 1Y | +55.3% | +47.5% | +7.8% | +17.4% |
| 3Y | +179.0% | +133.9% | +45.1% | +43.5% |
| 5Y | +166.5% | +83.8% | +82.8% | +58.7% |
| All | +1,209.8% | +1,561.5% | -351.7% | +75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling