+84.0%
ASML vs SGI
+45.7%
+38.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -1.1% |
| 7D | +10.4% | -10.7% | +21.0% | +15.6% |
| 30D | -12.7% | -3.6% | -9.2% | -12.2% |
| 3M | -17.2% | -5.4% | -11.8% | -16.5% |
| 6M | -1.3% | -7.0% | +5.7% | -0.5% |
| YTD | +40.8% | -31.6% | +72.4% | +61.8% |
| 1Y | +45.2% | -33.5% | +78.7% | +68.9% |
| 3Y | +131.8% | +66.5% | +65.3% | +68.3% |
| 5Y | +84.0% | +42.2% | +41.9% | +27.7% |
| All | +84.0% | +45.7% | +38.3% | +27.7% |
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