+2,239.8%
SOXX vs ASML
+7,363.9%
-5,124.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +1.3% |
| 7D | +17.5% | +10.4% | +7.2% | +10.5% |
| 30D | -14.5% | -12.7% | -1.8% | -6.2% |
| 3M | -14.9% | -17.2% | +2.3% | -3.6% |
| 6M | -9.8% | -1.3% | -8.5% | -7.5% |
| YTD | +54.7% | +40.8% | +13.9% | +26.5% |
| 1Y | +55.7% | +45.2% | +10.5% | +24.8% |
| 3Y | +186.8% | +131.8% | +55.0% | +68.3% |
| 5Y | +176.7% | +84.0% | +92.7% | +84.3% |
| 10Y | +1,252.6% | +1,541.9% | -289.3% | +146.5% |
| All | +2,239.8% | +7,363.9% | -5,124.1% | +30.6% |
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