+9,521.8%
ASML vs SGI
+2,083.6%
+7,438.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.0% |
| 7D | +1.1% | +8.5% | -7.4% | -1.1% |
| 30D | +2.2% | +0.7% | +1.5% | +1.7% |
| 3M | -2.3% | +0.6% | -2.9% | -2.8% |
| 6M | +23.0% | -17.9% | +40.9% | +29.0% |
| YTD | +61.1% | -21.2% | +82.2% | +70.0% |
| 1Y | +129.1% | -18.9% | +148.0% | +139.0% |
| 3Y | +165.4% | +52.6% | +112.7% | +132.8% |
| 5Y | +109.5% | +60.7% | +48.7% | +77.6% |
| 10Y | +1,645.7% | +278.1% | +1,367.6% | +979.2% |
| All | +9,521.8% | +2,083.6% | +7,438.2% | +2,847.4% |
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