+84.2%
ASML vs STLD
+303.7%
-219.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.0% | -0.6% | -2.3% |
| 7D | -10.0% | -3.9% | -6.1% | -8.4% |
| 30D | -19.4% | -0.4% | -19.1% | -19.3% |
| 3M | -12.5% | -9.2% | -3.3% | -9.3% |
| 6M | +8.2% | +5.0% | +3.3% | +4.7% |
| YTD | +40.7% | +42.8% | -2.1% | +18.3% |
| 1Y | +46.1% | +60.1% | -13.9% | +16.9% |
| 3Y | +138.5% | +123.5% | +15.0% | +59.6% |
| 5Y | +84.2% | +302.0% | -217.9% | -4.5% |
| All | +84.2% | +303.7% | -219.6% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling