+67.7%
ASML vs STLD
+268.5%
-200.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.6% | -1.7% | -6.1% |
| 7D | -19.0% | -12.5% | -6.6% | -14.1% |
| 30D | -25.9% | -6.8% | -19.1% | -23.5% |
| 3M | -19.1% | -16.4% | -2.7% | -13.0% |
| 6M | -5.7% | -6.1% | +0.4% | -4.2% |
| YTD | +27.6% | +32.0% | -4.4% | +11.1% |
| 1Y | +30.8% | +45.5% | -14.7% | +9.1% |
| 3Y | +116.2% | +106.5% | +9.7% | +49.9% |
| 5Y | +67.7% | +267.2% | -199.5% | -10.2% |
| All | +67.7% | +268.5% | -200.8% | -10.2% |
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