Stock and ETF performance explorer

ASML vs STLA

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1w.

Portfolio and benchmark returns by period
Period	Portfolio	STLA	Excess	Alpha
1D	-9.3%	-4.5%	-4.8%	N/A
7D	-19.0%	-5.5%	-13.5%	N/A
All	-19.0%	-3.7%	-15.4%	N/A

Daily percentage return beside STLA.

Portfolio return minus STLA return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1w: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.