+85,040.9%
ASML vs STRL
+8,463.3%
+76,577.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -21.5% | +17.9% | -1.9% |
| 7D | -10.0% | -27.1% | +17.0% | -7.9% |
| 30D | -19.4% | -45.8% | +26.4% | -15.7% |
| 3M | -12.5% | -47.6% | +35.1% | -8.2% |
| 6M | +8.2% | -46.4% | +54.7% | +12.4% |
| YTD | +40.7% | -7.4% | +48.1% | +40.4% |
| 1Y | +46.1% | -25.9% | +72.0% | +47.9% |
| 3Y | +138.5% | +273.4% | -134.9% | +114.2% |
| 5Y | +84.2% | +944.4% | -860.2% | +54.8% |
| 10Y | +1,505.1% | +4,023.0% | -2,517.8% | +1,126.8% |
| All | +85,040.9% | +8,463.3% | +76,577.6% | +64,219.3% |
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