+1,883.6%
STX vs ASML
+1,409.1%
+474.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.0% | -6.2% | -3.9% |
| 7D | -28.5% | -9.0% | -19.5% | -24.3% |
| 30D | -42.9% | -21.0% | -22.0% | -34.7% |
| 3M | -45.9% | -16.3% | -29.6% | -39.9% |
| 6M | -41.3% | -7.5% | -33.8% | -37.7% |
| YTD | +67.9% | +34.0% | +34.0% | +48.7% |
| 1Y | +66.5% | +39.3% | +27.2% | +44.9% |
| 3Y | +588.0% | +128.9% | +459.1% | +342.1% |
| 5Y | +449.1% | +76.1% | +373.0% | +283.8% |
| All | +1,883.6% | +1,409.1% | +474.6% | +352.8% |
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