+46.0%
ASML vs SGI
-30.7%
+76.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.3% | +4.9% | +1.2% |
| 7D | -2.9% | -3.9% | +1.1% | -1.9% |
| 30D | -15.2% | +0.9% | -16.1% | -16.2% |
| 3M | -12.9% | -2.9% | -10.0% | -13.1% |
| 6M | -5.0% | -9.0% | +3.9% | -3.5% |
| YTD | +41.8% | -29.2% | +71.0% | +52.5% |
| 1Y | +46.0% | -32.3% | +78.3% | +59.6% |
| All | +46.0% | -30.7% | +76.8% | +59.6% |
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