+67.7%
ASML vs STRL
+788.2%
-720.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -13.9% | +4.5% | -4.9% |
| 7D | -19.0% | -34.6% | +15.6% | -8.2% |
| 30D | -25.9% | -56.7% | +30.7% | -4.6% |
| 3M | -19.1% | -54.4% | +35.4% | +2.2% |
| 6M | -5.7% | -69.7% | +64.0% | +32.6% |
| YTD | +27.6% | -20.2% | +47.8% | +24.7% |
| 1Y | +30.8% | -40.6% | +71.3% | +39.7% |
| 3Y | +116.2% | +221.7% | -105.4% | +14.1% |
| 5Y | +67.7% | +799.0% | -731.3% | -53.2% |
| All | +67.7% | +788.2% | -720.5% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling