+2,113.0%
SOXX vs ASML
+7,417.4%
-5,304.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | -5.4% | -2.9% | -2.6% | -3.3% |
| 30D | -21.4% | -15.2% | -6.2% | -12.2% |
| 3M | -16.9% | -12.9% | -4.0% | -8.8% |
| 6M | -15.4% | -5.0% | -10.3% | -11.2% |
| YTD | +46.3% | +41.8% | +4.5% | +19.1% |
| 1Y | +46.1% | +46.0% | 0.0% | +16.7% |
| 3Y | +171.2% | +133.5% | +37.8% | +58.5% |
| 5Y | +169.8% | +93.0% | +76.8% | +74.7% |
| 10Y | +1,228.3% | +1,534.9% | -306.6% | +142.4% |
| All | +2,113.0% | +7,417.4% | -5,304.4% | +23.0% |
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