+8.2%
ASML vs STT
+15.3%
-7.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.8% | -5.1% |
| 7D | -10.0% | -0.1% | -9.9% | -9.9% |
| 30D | -19.4% | -1.7% | -17.8% | -18.5% |
| 3M | -12.5% | -6.4% | -6.1% | -8.7% |
| 6M | +8.2% | +17.7% | -9.5% | -6.2% |
| All | +8.2% | +15.3% | -7.0% | -6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling