+67.7%
ASML vs STLA
-70.3%
+138.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.1% |
| 6M | -5.7% | -38.3% | +32.6% | +13.8% |
| YTD | +27.6% | -59.2% | +86.8% | +79.7% |
| 1Y | +30.8% | -56.7% | +87.5% | +77.2% |
| 3Y | +116.2% | -74.3% | +190.6% | +264.9% |
| 5Y | +67.7% | -70.2% | +137.9% | +119.7% |
| All | +67.7% | -70.3% | +138.0% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling