+188.2%
ASML vs SGOV
+14.4%
+173.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +3.1% |
| 7D | +6.0% | +0.1% | +5.9% | +7.1% |
| 30D | +1.4% | +0.3% | +1.1% | +6.4% |
| 3M | +1.0% | +0.9% | +0.1% | +16.1% |
| 6M | +37.0% | +1.8% | +35.2% | +74.6% |
| YTD | +65.8% | +2.5% | +63.3% | +123.5% |
| 1Y | +123.1% | +3.8% | +119.3% | +230.8% |
| 3Y | +188.2% | +14.3% | +173.8% | +50.0% |
| All | +188.2% | +14.4% | +173.8% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling