+2,514.3%
SOXX vs ASML
+8,438.2%
-5,923.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.7% | +0.9% |
| 7D | +2.2% | +1.1% | +1.1% | +1.5% |
| 30D | -2.0% | +2.2% | -4.2% | -3.4% |
| 3M | -13.7% | -2.3% | -11.4% | -11.6% |
| 6M | +52.4% | +23.0% | +29.4% | +35.0% |
| YTD | +72.8% | +61.1% | +11.8% | +29.1% |
| 1Y | +113.9% | +129.1% | -15.2% | +28.1% |
| 3Y | +210.7% | +165.4% | +45.4% | +66.3% |
| 5Y | +244.6% | +109.5% | +135.2% | +109.4% |
| 10Y | +1,468.0% | +1,645.7% | -177.7% | +171.5% |
| All | +2,514.3% | +8,438.2% | -5,923.9% | +33.3% |
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 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