+1,644.6%
ASML vs STLA
+54.0%
+1,590.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +3.7% |
| 7D | +1.1% | +2.6% | -1.5% | 0.0% |
| 30D | +2.2% | -1.2% | +3.4% | +2.1% |
| 3M | -2.3% | -24.8% | +22.5% | +9.0% |
| 6M | +23.0% | -25.6% | +48.5% | +37.4% |
| YTD | +61.1% | -48.9% | +110.0% | +104.2% |
| 1Y | +129.1% | -38.8% | +167.9% | +164.0% |
| 3Y | +165.4% | -64.5% | +229.9% | +270.0% |
| 5Y | +109.5% | -62.4% | +171.9% | +177.7% |
| All | +1,644.6% | +54.0% | +1,590.6% | +1,530.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling