+46.1%
ASML vs SGOV
+3.1%
+43.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -10.0% | -0.2% | -9.8% | -9.7% |
| 30D | -19.4% | 0.0% | -19.4% | -17.7% |
| 3M | -12.5% | +0.3% | -12.8% | +13.6% |
| 6M | +8.2% | +1.2% | +7.0% | +100.9% |
| YTD | +40.7% | +2.5% | +38.2% | +234.8% |
| 1Y | +46.1% | +3.1% | +43.0% | +310.4% |
| All | +46.1% | +3.1% | +43.0% | +310.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 1y: compounded portfolio wealth divided by compounded SGOV 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…
1y analysis · Full analysis span regression · 6 months rolling