+67.7%
ASML vs SGI
+57.3%
+10.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.8% | -6.6% | -8.1% |
| 7D | -19.0% | +5.3% | -24.4% | -21.1% |
| 30D | -25.9% | +8.2% | -34.1% | -29.0% |
| 3M | -19.1% | -2.2% | -16.8% | -19.4% |
| 6M | -5.7% | -8.4% | +2.7% | -3.9% |
| YTD | +27.6% | -23.4% | +51.0% | +39.9% |
| 1Y | +30.8% | -14.0% | +44.7% | +34.7% |
| 3Y | +116.2% | +78.8% | +37.4% | +52.6% |
| 5Y | +67.7% | +58.6% | +9.1% | +11.9% |
| All | +67.7% | +57.3% | +10.3% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling