+112.6%
ASML vs SGOV
+3.8%
+108.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +1.6% |
| 7D | -1.0% | 0.0% | -1.0% | +1.4% |
| 30D | -6.2% | +0.3% | -6.5% | +9.8% |
| 3M | -10.5% | +0.9% | -11.4% | +42.8% |
| 6M | +22.9% | +1.8% | +21.1% | +187.2% |
| YTD | +59.5% | +2.5% | +57.0% | +369.3% |
| 1Y | +112.6% | +3.8% | +108.8% | +1,138.5% |
| All | +112.6% | +3.8% | +108.8% | +1,138.5% |
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