-92.1%
SQQQ vs ASML
+74.3%
-166.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.0% | -8.8% | +2.3% |
| 7D | +14.0% | -9.0% | +23.0% | +4.0% |
| 30D | +48.7% | -21.0% | +69.7% | +17.2% |
| 3M | +25.0% | -16.3% | +41.3% | +6.7% |
| 6M | +7.8% | -7.5% | +15.3% | +14.4% |
| YTD | -27.7% | +34.0% | -61.7% | +30.0% |
| 1Y | -29.0% | +39.3% | -68.3% | +36.7% |
| 3Y | -87.4% | +128.9% | -216.3% | -23.7% |
| All | -92.1% | +74.3% | -166.5% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling