+1,395.4%
ASML vs STT
+204.5%
+1,190.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.8% | +4.9% |
| 7D | -9.0% | -2.5% | -6.5% | -7.8% |
| 30D | -21.0% | -5.0% | -16.0% | -18.8% |
| 3M | -16.3% | -10.5% | -5.8% | -11.6% |
| 6M | -7.5% | +10.0% | -17.5% | -11.6% |
| YTD | +34.0% | +30.7% | +3.3% | +18.1% |
| 1Y | +39.3% | +43.8% | -4.5% | +17.3% |
| 3Y | +128.9% | +168.1% | -39.2% | +40.5% |
| 5Y | +76.1% | +101.4% | -25.3% | +19.7% |
| All | +1,395.4% | +204.5% | +1,190.9% | +798.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling