+92.7%
ASML vs SGOV
+20.5%
+72.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.7% |
| 7D | +2.5% | +0.1% | +2.5% | +2.7% |
| 30D | -12.2% | 0.0% | -12.2% | -11.5% |
| 3M | -14.6% | +0.6% | -15.2% | -9.1% |
| 6M | -1.7% | +1.5% | -3.3% | +12.6% |
| YTD | +44.3% | +2.8% | +41.5% | +78.4% |
| 1Y | +51.0% | +3.4% | +47.6% | +92.2% |
| 3Y | +137.6% | +13.7% | +123.9% | +207.0% |
| 5Y | +92.7% | +20.5% | +72.2% | +406.5% |
| All | +92.7% | +20.5% | +72.2% | +406.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling