+47.5%
ASML vs SGI
-33.4%
+80.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | +4.9% | -5.3% | +10.3% | +6.6% |
| 30D | -9.3% | -2.1% | -7.2% | -9.5% |
| 3M | -19.0% | -8.2% | -10.8% | -17.5% |
| 6M | -5.2% | -4.6% | -0.7% | -6.1% |
| YTD | +40.6% | -31.5% | +72.1% | +52.5% |
| 1Y | +47.5% | -30.8% | +78.3% | +60.4% |
| All | +47.5% | -33.4% | +80.9% | +60.4% |
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