+46.6%
ASML vs SITM
+33.6%
+13.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +9.6% | -3.4% | +3.2% |
| 7D | -0.8% | +9.4% | -10.2% | -4.0% |
| 30D | -14.9% | -25.4% | +10.5% | -7.9% |
| 3M | -13.0% | -37.0% | +24.0% | -1.9% |
| 6M | -4.7% | -45.1% | +40.4% | +9.0% |
| YTD | +42.3% | +29.4% | +12.9% | +23.9% |
| All | +46.6% | +33.6% | +13.0% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling