+227.4%
SOXX vs ASML
+187.9%
+39.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | -0.5% |
| 7D | +5.6% | +6.0% | -0.4% | +1.1% |
| 30D | -2.7% | +1.4% | -4.1% | -3.8% |
| 3M | -7.5% | +1.0% | -8.5% | -7.6% |
| 6M | +63.5% | +37.0% | +26.5% | +31.7% |
| YTD | +75.7% | +65.8% | +9.9% | +23.1% |
| 1Y | +113.3% | +123.1% | -9.8% | +20.9% |
| 3Y | +227.4% | +188.2% | +39.2% | +46.1% |
| All | +227.4% | +187.9% | +39.5% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling