+1,323.9%
ASML vs STRL
+3,456.6%
-2,132.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -13.9% | +4.5% | -5.7% |
| 7D | -19.0% | -34.6% | +15.6% | -10.1% |
| 30D | -25.9% | -56.7% | +30.7% | -8.7% |
| 3M | -19.1% | -54.4% | +35.4% | -1.8% |
| 6M | -5.7% | -69.7% | +64.0% | +25.0% |
| YTD | +27.6% | -20.2% | +47.8% | +28.2% |
| 1Y | +30.8% | -40.6% | +71.3% | +40.4% |
| 3Y | +116.2% | +221.7% | -105.4% | +45.6% |
| 5Y | +67.7% | +799.0% | -731.3% | -12.9% |
| All | +1,323.9% | +3,456.6% | -2,132.7% | +494.6% |
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