+468.7%
SPCX vs ASML
+68.5%
+400.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.0% | +3.6% | -13.8% |
| 7D | -0.3% | -9.0% | +8.7% | +39.0% |
| 30D | -19.9% | -21.0% | +1.1% | +91.5% |
| 3M | +16.8% | -16.3% | +33.1% | +68.9% |
| 6M | +421.0% | +37.3% | +383.6% | +145.9% |
| YTD | +421.0% | +37.3% | +383.6% | +145.9% |
| 1Y | +421.0% | +37.3% | +383.6% | +145.9% |
| All | +468.7% | +68.5% | +400.2% | +171.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling