+396.2%
ASML vs SGOV
+20.6%
+375.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.7% |
| 7D | +2.5% | +0.1% | +2.5% | +2.8% |
| 30D | -12.2% | 0.0% | -12.2% | -11.6% |
| 3M | -14.6% | +0.6% | -15.2% | -9.2% |
| 6M | -1.7% | +1.5% | -3.3% | +12.6% |
| YTD | +44.3% | +2.8% | +41.5% | +80.3% |
| 1Y | +51.0% | +3.4% | +47.6% | +95.5% |
| 3Y | +137.6% | +13.7% | +123.9% | +311.6% |
| 5Y | +92.7% | +20.5% | +72.2% | +540.9% |
| All | +396.2% | +20.6% | +375.6% | +1,540.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling