+582.2%
ASML vs SITM
+4,437.5%
-3,855.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.6% |
| 7D | +2.8% | +3.7% | -0.9% | +1.7% |
| 30D | -0.2% | -14.5% | +14.3% | +4.1% |
| 3M | -2.6% | -10.6% | +8.0% | -1.2% |
| 6M | +27.9% | +65.5% | -37.7% | +5.7% |
| YTD | +62.4% | +67.0% | -4.6% | +32.1% |
| 1Y | +116.2% | +138.6% | -22.4% | +54.9% |
| 3Y | +182.4% | +421.8% | -239.4% | +43.6% |
| 5Y | +112.4% | +172.4% | -60.0% | +16.6% |
| All | +582.2% | +4,437.5% | -3,855.2% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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