+97,349.8%
ASML vs STT
+4,157.7%
+93,192.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | +1.1% | +0.5% | +0.6% | +0.9% |
| 30D | +2.2% | +3.9% | -1.7% | +0.5% |
| 3M | -2.3% | +20.0% | -22.3% | -9.6% |
| 6M | +23.0% | +55.3% | -32.3% | +2.4% |
| YTD | +61.1% | +53.3% | +7.7% | +34.6% |
| 1Y | +129.1% | +74.7% | +54.4% | +81.1% |
| 3Y | +165.4% | +205.8% | -40.5% | +63.5% |
| 5Y | +109.5% | +145.0% | -35.5% | +39.2% |
| 10Y | +1,645.7% | +266.0% | +1,379.7% | +820.0% |
| All | +97,349.8% | +4,157.7% | +93,192.1% | +17,171.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling