+30.8%
ASML vs STT
+44.5%
-13.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.7% | -4.6% | -5.7% |
| 7D | -19.0% | -4.9% | -14.1% | -15.7% |
| 30D | -25.9% | -6.0% | -19.9% | -22.2% |
| 3M | -19.1% | -11.7% | -7.4% | -11.4% |
| 6M | -5.7% | +11.7% | -17.4% | -13.2% |
| YTD | +27.6% | +30.4% | -2.8% | +3.0% |
| 1Y | +30.8% | +43.9% | -13.2% | +0.2% |
| All | +30.8% | +44.5% | -13.7% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling