+82.7%
ASML vs SGI
+41.4%
+41.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | +4.9% | -5.3% | +10.3% | +7.4% |
| 30D | -9.3% | -2.1% | -7.2% | -9.4% |
| 3M | -19.0% | -8.2% | -10.8% | -17.2% |
| 6M | -5.2% | -4.6% | -0.7% | -5.5% |
| YTD | +40.6% | -31.5% | +72.1% | +61.4% |
| 1Y | +47.5% | -30.8% | +78.3% | +68.4% |
| 3Y | +133.9% | +67.2% | +66.7% | +69.5% |
| All | +82.7% | +41.4% | +41.3% | +26.7% |
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