+52.4%
SOXX vs ASML
+23.7%
+28.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.7% | -0.2% |
| 7D | +2.2% | +1.1% | +1.1% | +1.2% |
| 30D | -2.0% | +2.2% | -4.2% | -4.0% |
| 3M | -13.7% | -2.3% | -11.4% | -11.1% |
| 6M | +52.4% | +23.0% | +29.4% | +32.3% |
| All | +52.4% | +23.7% | +28.7% | +32.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling