+117.9%
ASML vs STLA
-74.0%
+191.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.5% | -4.8% | -8.1% |
| 7D | -19.0% | -5.5% | -13.5% | -17.8% |
| 30D | -25.9% | -3.7% | -22.2% | -25.4% |
| 3M | -19.1% | -21.1% | +2.1% | -14.1% |
| 6M | -5.7% | -38.3% | +32.6% | +8.1% |
| YTD | +27.6% | -59.2% | +86.8% | +62.7% |
| 1Y | +30.8% | -56.7% | +87.5% | +62.3% |
| All | +117.9% | -74.0% | +191.9% | +214.2% |
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