+164.9%
ASML vs STLD
+135.5%
+29.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.9% |
| 7D | +1.1% | +3.1% | -2.0% | -0.3% |
| 30D | +2.2% | -9.0% | +11.2% | +6.0% |
| 3M | -2.3% | -12.4% | +10.1% | +2.6% |
| 6M | +23.0% | +25.5% | -2.5% | +9.8% |
| YTD | +61.1% | +43.6% | +17.4% | +34.9% |
| 1Y | +129.1% | +87.2% | +41.9% | +70.1% |
| All | +164.9% | +135.5% | +29.4% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling