+108.6%
ASML vs STRL
+2,010.6%
-1,902.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.8% | -1.6% | +2.4% |
| 7D | +1.1% | +3.4% | -2.3% | +0.1% |
| 30D | +2.2% | -9.2% | +11.4% | +5.1% |
| 3M | -2.3% | -51.0% | +48.7% | +19.9% |
| 6M | +23.0% | +15.8% | +7.2% | +9.8% |
| YTD | +61.1% | +58.9% | +2.2% | +28.9% |
| 1Y | +129.1% | +68.5% | +60.6% | +76.2% |
| 3Y | +165.4% | +485.2% | -319.9% | +20.5% |
| All | +108.6% | +2,010.6% | -1,902.0% | -49.2% |
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