+164.9%
ASML vs STT
+207.1%
-42.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | +1.1% | +0.5% | +0.6% | +0.8% |
| 30D | +2.2% | +3.9% | -1.7% | +0.2% |
| 3M | -2.3% | +20.0% | -22.3% | -10.9% |
| 6M | +23.0% | +55.3% | -32.3% | -0.9% |
| YTD | +61.1% | +53.3% | +7.7% | +30.3% |
| 1Y | +129.1% | +74.7% | +54.4% | +74.9% |
| All | +164.9% | +207.1% | -42.2% | +53.8% |
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