+576.5%
ASML vs SITM
+4,608.4%
-4,031.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.5% | -2.4% | +2.2% |
| 7D | +1.1% | +9.7% | -8.6% | -1.6% |
| 30D | +2.2% | +12.7% | -10.5% | -2.9% |
| 3M | -2.3% | -13.4% | +11.1% | 0.0% |
| 6M | +23.0% | +59.6% | -36.6% | +2.7% |
| YTD | +61.1% | +73.3% | -12.2% | +29.6% |
| 1Y | +129.1% | +165.5% | -36.4% | +59.0% |
| 3Y | +165.4% | +368.7% | -203.4% | +39.3% |
| 5Y | +109.5% | +172.5% | -63.0% | +14.7% |
| All | +576.5% | +4,608.4% | -4,031.9% | +103.5% |
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