+108.6%
ASML vs STLD
+292.4%
-183.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.8% |
| 7D | +1.1% | +3.1% | -2.0% | -0.3% |
| 30D | +2.2% | -9.0% | +11.2% | +5.9% |
| 3M | -2.3% | -12.4% | +10.1% | +2.3% |
| 6M | +23.0% | +25.5% | -2.5% | +10.6% |
| YTD | +61.1% | +43.6% | +17.4% | +36.2% |
| 1Y | +129.1% | +87.2% | +41.9% | +72.8% |
| 3Y | +165.4% | +135.2% | +30.1% | +77.0% |
| All | +108.6% | +292.4% | -183.8% | +14.1% |
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 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