+129.1%
ASML vs SGI
-17.2%
+146.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.0% |
| 7D | +1.1% | +8.5% | -7.4% | -1.8% |
| 30D | +2.2% | +0.7% | +1.5% | +1.7% |
| 3M | -2.3% | +0.6% | -2.9% | -2.8% |
| 6M | +23.0% | -17.9% | +40.9% | +26.3% |
| YTD | +61.1% | -21.2% | +82.2% | +66.2% |
| 1Y | +129.1% | -18.9% | +148.0% | +145.3% |
| All | +129.1% | -17.2% | +146.3% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling