+75.5%
ASML vs SGI
+49.9%
+25.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -5.5% | +10.5% | +7.4% |
| 7D | -9.0% | +1.0% | -10.0% | -9.9% |
| 30D | -21.0% | +3.9% | -24.9% | -23.1% |
| 3M | -16.3% | -0.8% | -15.5% | -17.3% |
| 6M | -7.5% | -18.0% | +10.4% | -1.2% |
| YTD | +34.0% | -27.6% | +61.6% | +50.3% |
| 1Y | +39.3% | -27.2% | +66.5% | +55.6% |
| 3Y | +128.9% | +76.0% | +52.9% | +62.1% |
| All | +75.5% | +49.9% | +25.6% | +19.6% |
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 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