+8.2%
ASML vs STRL
-47.3%
+55.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -21.5% | +17.9% | +1.6% |
| 7D | -10.0% | -27.1% | +17.0% | -3.5% |
| 30D | -19.4% | -45.8% | +26.4% | -7.5% |
| 3M | -12.5% | -47.6% | +35.1% | +1.0% |
| 6M | +8.2% | -46.4% | +54.7% | +27.5% |
| All | +8.2% | -47.3% | +55.5% | +27.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling