+97,349.8%
ASML vs STRL
+14,586.5%
+82,763.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.8% | -1.6% | +3.7% |
| 7D | +1.1% | +3.4% | -2.3% | +0.8% |
| 30D | +2.2% | -9.2% | +11.4% | +2.9% |
| 3M | -2.3% | -51.0% | +48.7% | +2.9% |
| 6M | +23.0% | +15.8% | +7.2% | +20.6% |
| YTD | +61.1% | +58.9% | +2.2% | +54.4% |
| 1Y | +129.1% | +68.5% | +60.6% | +118.2% |
| 3Y | +165.4% | +485.2% | -319.9% | +130.2% |
| 5Y | +109.5% | +2,005.1% | -1,895.6% | +67.5% |
| 10Y | +1,645.7% | +7,118.0% | -5,472.2% | +1,179.6% |
| All | +97,349.8% | +14,586.5% | +82,763.3% | +70,619.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling