+77,094.7%
ASML vs STT
+3,521.4%
+73,573.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.7% | -4.6% | -7.3% |
| 7D | -19.0% | -4.9% | -14.1% | -17.2% |
| 30D | -25.9% | -6.0% | -19.9% | -23.8% |
| 3M | -19.1% | -11.7% | -7.4% | -14.6% |
| 6M | -5.7% | +11.7% | -17.4% | -9.9% |
| YTD | +27.6% | +30.4% | -2.8% | +14.3% |
| 1Y | +30.8% | +43.9% | -13.2% | +12.4% |
| 3Y | +116.2% | +165.4% | -49.2% | +41.9% |
| 5Y | +67.7% | +101.0% | -33.3% | +21.6% |
| 10Y | +1,355.3% | +210.7% | +1,144.6% | +723.2% |
| All | +77,094.7% | +3,521.4% | +73,573.3% | +14,569.4% |
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