+8,757.3%
STX vs ASML
+15,330.7%
-6,573.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -9.3% | -6.9% | -11.4% |
| 7D | -33.4% | -19.0% | -14.4% | -25.1% |
| 30D | -42.1% | -25.9% | -16.2% | -31.7% |
| 3M | -44.3% | -19.1% | -25.2% | -37.1% |
| 6M | -39.4% | -5.7% | -33.7% | -36.4% |
| YTD | +70.0% | +27.6% | +42.4% | +53.9% |
| 1Y | +70.2% | +30.8% | +39.4% | +52.4% |
| 3Y | +585.2% | +116.2% | +468.9% | +352.1% |
| 5Y | +455.7% | +67.7% | +388.0% | +298.7% |
| 10Y | +2,007.9% | +1,355.3% | +652.5% | +374.3% |
| All | +8,757.3% | +15,330.7% | -6,573.4% | +550.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling