+445.0%
ASML vs SGOV
+20.2%
+424.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.3% |
| 7D | +2.5% | +0.1% | +2.4% | +3.1% |
| 30D | -6.2% | +0.3% | -6.5% | -3.7% |
| 3M | -2.6% | +0.9% | -3.5% | +5.6% |
| 6M | +22.4% | +1.8% | +20.6% | +41.9% |
| YTD | +58.5% | +2.5% | +56.0% | +91.4% |
| 1Y | +114.2% | +3.8% | +110.4% | +179.5% |
| 3Y | +175.5% | +14.4% | +161.2% | +393.7% |
| 5Y | +105.9% | +20.1% | +85.8% | +562.2% |
| All | +445.0% | +20.2% | +424.8% | +1,641.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling