+257.3%
SOXX vs ASML
+111.9%
+145.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +2.2% |
| 7D | +6.1% | +2.8% | +3.3% | +3.8% |
| 30D | +0.5% | -0.2% | +0.7% | +0.6% |
| 3M | -5.3% | -2.6% | -2.7% | -2.9% |
| 6M | +58.3% | +27.9% | +30.5% | +33.1% |
| YTD | +76.8% | +62.4% | +14.4% | +24.1% |
| 1Y | +114.6% | +116.2% | -1.6% | +21.8% |
| 3Y | +229.6% | +182.4% | +47.2% | +45.8% |
| 5Y | +257.3% | +112.4% | +144.9% | +83.8% |
| All | +257.3% | +111.9% | +145.4% | +83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling