+140.0%
ASML vs SITM
+344.7%
-204.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.3% | -4.6% | -0.1% |
| 7D | +2.5% | +17.2% | -14.6% | -2.5% |
| 30D | -12.2% | -17.1% | +4.9% | -7.9% |
| 3M | -14.6% | -29.2% | +14.5% | -7.0% |
| 6M | -1.7% | -47.6% | +45.8% | +14.4% |
| YTD | +44.3% | +33.8% | +10.5% | +24.3% |
| 1Y | +51.0% | +54.1% | -3.1% | +24.2% |
| All | +140.0% | +344.7% | -204.7% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling