+1,504.8%
ASML vs STM
+433.9%
+1,070.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.8% | -0.5% | +2.0% |
| 7D | -0.8% | -5.6% | +4.7% | +2.7% |
| 30D | -14.9% | -14.4% | -0.4% | -6.5% |
| 3M | -13.0% | -20.5% | +7.5% | -0.5% |
| 6M | -4.7% | -24.5% | +19.8% | +8.4% |
| YTD | +42.3% | +72.7% | -30.4% | -6.4% |
| 1Y | +49.7% | +91.0% | -41.3% | -7.9% |
| 3Y | +144.3% | +13.5% | +130.8% | +93.1% |
| 5Y | +86.4% | -9.2% | +95.5% | +69.1% |
| 10Y | +1,504.8% | +422.5% | +1,082.3% | +476.3% |
| All | +1,504.8% | +433.9% | +1,070.9% | +476.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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