+112.4%
ASML vs SGOV
+20.1%
+92.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -1.9% |
| 7D | +2.8% | +0.1% | +2.7% | +3.4% |
| 30D | -0.2% | +0.3% | -0.5% | +2.4% |
| 3M | -2.6% | +0.9% | -3.5% | +5.2% |
| 6M | +27.9% | +1.8% | +26.0% | +46.4% |
| YTD | +62.4% | +2.5% | +59.9% | +92.1% |
| 1Y | +116.2% | +3.8% | +112.4% | +171.3% |
| 3Y | +182.4% | +14.4% | +168.0% | +271.4% |
| 5Y | +112.4% | +20.2% | +92.2% | +462.5% |
| All | +112.4% | +20.1% | +92.3% | +462.5% |
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