+1,907.5%
STX vs ASML
+1,337.0%
+570.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -9.3% | -6.9% | -11.2% |
| 7D | -33.4% | -19.0% | -14.4% | -24.8% |
| 30D | -42.1% | -25.9% | -16.2% | -31.3% |
| 3M | -44.3% | -19.1% | -25.2% | -36.8% |
| 6M | -39.4% | -5.7% | -33.7% | -36.1% |
| YTD | +70.0% | +27.6% | +42.4% | +54.7% |
| 1Y | +70.2% | +30.8% | +39.4% | +53.2% |
| 3Y | +585.2% | +116.2% | +468.9% | +354.5% |
| 5Y | +455.7% | +67.7% | +388.0% | +299.4% |
| All | +1,907.5% | +1,337.0% | +570.5% | +371.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ASML.
Daily Out/Under-Performance
Portfolio return minus ASML return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASML 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 10y: compounded portfolio wealth divided by compounded ASML 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…
10y analysis · Full analysis span regression · 6 months rolling