+7,521.9%
ASML vs SGI
+2,021.1%
+5,500.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.8% | -6.6% | -8.6% |
| 7D | -19.0% | +5.3% | -24.4% | -20.2% |
| 30D | -25.9% | +8.2% | -34.1% | -27.7% |
| 3M | -19.1% | -2.2% | -16.8% | -19.2% |
| 6M | -5.7% | -8.4% | +2.7% | -4.6% |
| YTD | +27.6% | -23.4% | +51.0% | +35.0% |
| 1Y | +30.8% | -14.0% | +44.7% | +33.7% |
| 3Y | +116.2% | +78.8% | +37.4% | +81.8% |
| 5Y | +67.7% | +58.6% | +9.1% | +42.1% |
| 10Y | +1,355.3% | +427.8% | +927.5% | +740.4% |
| All | +7,521.9% | +2,021.1% | +5,500.8% | +2,239.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling