+1,323.9%
ASML vs STLA
+18.6%
+1,305.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.5% | -4.8% | -7.5% |
| 7D | -19.0% | -5.5% | -13.5% | -17.2% |
| 30D | -25.9% | -3.7% | -22.2% | -25.2% |
| 3M | -19.1% | -21.1% | +2.1% | -12.5% |
| 6M | -5.7% | -38.3% | +32.6% | +12.5% |
| YTD | +27.6% | -59.2% | +86.8% | +75.4% |
| 1Y | +30.8% | -56.7% | +87.5% | +73.9% |
| 3Y | +116.2% | -74.3% | +190.6% | +243.8% |
| 5Y | +67.7% | -70.2% | +137.9% | +142.0% |
| All | +1,323.9% | +18.6% | +1,305.3% | +1,414.0% |
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