+1,504.8%
ASML vs STRL
+4,310.8%
-2,805.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +15.0% | -8.8% | +2.2% |
| 7D | -0.8% | -13.3% | +12.5% | +2.1% |
| 30D | -14.9% | -43.3% | +28.4% | -2.2% |
| 3M | -13.0% | -46.9% | +33.9% | +1.3% |
| 6M | -4.7% | -65.6% | +60.9% | +22.2% |
| YTD | +42.3% | -5.1% | +47.4% | +36.4% |
| 1Y | +49.7% | -23.1% | +72.8% | +50.2% |
| 3Y | +144.3% | +346.8% | -202.6% | +51.7% |
| 5Y | +86.4% | +907.2% | -820.8% | -7.1% |
| 10Y | +1,504.8% | +3,988.2% | -2,483.3% | +518.4% |
| All | +1,504.8% | +4,310.8% | -2,805.9% | +518.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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