+108.6%
ASML vs SITM
+170.8%
-62.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.5% | -2.4% | +2.0% |
| 7D | +1.1% | +9.7% | -8.6% | -1.9% |
| 30D | +2.2% | +12.7% | -10.5% | -3.5% |
| 3M | -2.3% | -13.4% | +11.1% | +0.2% |
| 6M | +23.0% | +59.6% | -36.6% | +0.2% |
| YTD | +61.1% | +73.3% | -12.2% | +25.6% |
| 1Y | +129.1% | +165.5% | -36.4% | +50.7% |
| 3Y | +165.4% | +368.7% | -203.4% | +24.0% |
| All | +108.6% | +170.8% | -62.2% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling