+108.6%
ASML vs STT
+145.1%
-36.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | 0.0% |
| 3M | -2.3% | +20.0% | -22.3% | -11.9% |
| 6M | +23.0% | +55.3% | -32.3% | -3.7% |
| YTD | +61.1% | +53.3% | +7.7% | +26.7% |
| 1Y | +129.1% | +74.7% | +54.4% | +67.6% |
| 3Y | +165.4% | +205.8% | -40.5% | +37.3% |
| All | +108.6% | +145.1% | -36.5% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling