+128.9%
ASML vs STLA
-74.0%
+202.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.1% |
| 7D | -9.0% | -4.5% | -4.5% | -7.9% |
| 30D | -21.0% | -3.9% | -17.1% | -20.3% |
| 3M | -16.3% | -20.2% | +3.9% | -11.5% |
| 6M | -7.5% | -42.2% | +34.6% | +8.1% |
| YTD | +34.0% | -59.3% | +93.3% | +71.0% |
| 1Y | +39.3% | -56.1% | +95.3% | +71.9% |
| 3Y | +128.9% | -73.7% | +202.5% | +230.1% |
| All | +128.9% | -74.0% | +202.9% | +230.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling