+462.7%
ASML vs SITM
+3,107.0%
-2,644.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +17.4% | -12.4% | -0.2% |
| 7D | -9.0% | -6.7% | -2.3% | -7.5% |
| 30D | -21.0% | -37.3% | +16.4% | -9.9% |
| 3M | -16.3% | -39.4% | +23.1% | -4.5% |
| 6M | -7.5% | -33.1% | +25.6% | -0.7% |
| YTD | +34.0% | +18.0% | +15.9% | +19.4% |
| 1Y | +39.3% | +22.7% | +16.6% | +22.0% |
| 3Y | +128.9% | +283.8% | -154.9% | +26.5% |
| 5Y | +76.1% | +45.0% | +31.0% | +13.4% |
| All | +462.7% | +3,107.0% | -2,644.3% | +87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling