+47.5%
ASML vs STRL
-22.7%
+70.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | +0.8% |
| 7D | +4.9% | +15.7% | -10.7% | +0.2% |
| 30D | -9.3% | -35.5% | +26.2% | +1.9% |
| 3M | -19.0% | -47.1% | +28.2% | -4.1% |
| 6M | -5.2% | -65.8% | +60.6% | +24.7% |
| YTD | +40.6% | -4.5% | +45.1% | +24.9% |
| 1Y | +47.5% | -10.5% | +58.0% | +32.9% |
| All | +47.5% | -22.7% | +70.2% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling