+133.9%
ASML vs SGOV
+14.1%
+119.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | +0.3% |
| 7D | +4.9% | +0.1% | +4.9% | +5.9% |
| 30D | -9.3% | +0.3% | -9.6% | -4.7% |
| 3M | -19.0% | +1.0% | -19.9% | -5.5% |
| 6M | -5.2% | +1.9% | -7.1% | +28.3% |
| YTD | +40.6% | +3.2% | +37.4% | +122.7% |
| 1Y | +47.5% | +3.8% | +43.7% | +147.0% |
| 3Y | +133.9% | +14.1% | +119.8% | +47.7% |
| All | +133.9% | +14.1% | +119.8% | +47.7% |
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