+1,582.8%
ASML vs STLD
+802.0%
+780.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.5% | +1.3% |
| 7D | +2.5% | -0.5% | +3.0% | +2.9% |
| 30D | -12.2% | -0.1% | -12.2% | -12.0% |
| 3M | -14.6% | -9.2% | -5.5% | -11.6% |
| 6M | -1.7% | +1.8% | -3.5% | -3.3% |
| YTD | +44.3% | +42.1% | +2.2% | +23.7% |
| 1Y | +51.0% | +58.5% | -7.5% | +23.9% |
| 3Y | +137.6% | +128.2% | +9.4% | +64.7% |
| 5Y | +92.7% | +288.2% | -195.5% | +5.6% |
| 10Y | +1,582.8% | +799.8% | +783.0% | +511.1% |
| All | +1,582.8% | +802.0% | +780.8% | +511.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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