+384.2%
ASML vs SGOV
+20.6%
+363.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +10.4% | +0.1% | +10.3% | +10.7% |
| 30D | -12.7% | 0.0% | -12.7% | -12.1% |
| 3M | -17.2% | +0.6% | -17.8% | -12.0% |
| 6M | -1.3% | +1.5% | -2.9% | +13.0% |
| YTD | +40.8% | +2.9% | +37.9% | +75.9% |
| 1Y | +45.2% | +3.4% | +41.8% | +87.9% |
| 3Y | +131.8% | +13.7% | +118.1% | +301.3% |
| 5Y | +84.0% | +20.6% | +63.5% | +511.2% |
| All | +384.2% | +20.6% | +363.5% | +1,499.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling