-5.7%
ASML vs SGI
-7.7%
+2.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.8% | -6.6% | -8.8% |
| 7D | -19.0% | +5.3% | -24.4% | -19.8% |
| 30D | -25.9% | +8.2% | -34.1% | -27.3% |
| 3M | -19.1% | -2.2% | -16.8% | -18.0% |
| 6M | -5.7% | -8.4% | +2.7% | -2.3% |
| All | -5.7% | -7.7% | +2.0% | -2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling