+303.9%
SPY vs ASML
+1,409.1%
-1,105.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.0% | -4.7% | -1.2% |
| 7D | -2.7% | -9.0% | +6.3% | 0.0% |
| 30D | -5.4% | -21.0% | +15.6% | +1.4% |
| 3M | -4.1% | -16.3% | +12.2% | +0.6% |
| 6M | +0.7% | -7.5% | +8.2% | +0.9% |
| YTD | +8.7% | +34.0% | -25.3% | -4.8% |
| 1Y | +10.9% | +39.3% | -28.4% | -4.3% |
| 3Y | +75.0% | +128.9% | -53.9% | +20.0% |
| 5Y | +67.8% | +76.1% | -8.3% | +20.8% |
| All | +303.9% | +1,409.1% | -1,105.1% | +44.6% |
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 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