+117.9%
ASML vs STT
+164.8%
-46.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.7% | -4.6% | -6.8% |
| 7D | -19.0% | -4.9% | -14.1% | -16.7% |
| 30D | -25.9% | -6.0% | -19.9% | -23.3% |
| 3M | -19.1% | -11.7% | -7.4% | -13.5% |
| 6M | -5.7% | +11.7% | -17.4% | -10.6% |
| YTD | +27.6% | +30.4% | -2.8% | +12.2% |
| 1Y | +30.8% | +43.9% | -13.2% | +10.1% |
| All | +117.9% | +164.8% | -46.9% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling