+453.9%
ASML vs SGOV
+20.2%
+433.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.5% |
| 7D | +1.1% | +0.1% | +1.0% | +1.9% |
| 30D | +2.2% | +0.3% | +1.9% | +5.3% |
| 3M | -2.3% | +1.0% | -3.3% | +6.1% |
| 6M | +23.0% | +1.9% | +21.1% | +42.8% |
| YTD | +61.1% | +2.5% | +58.6% | +93.9% |
| 1Y | +129.1% | +3.8% | +125.3% | +199.2% |
| 3Y | +165.4% | +14.4% | +150.9% | +377.4% |
| 5Y | +109.5% | +20.1% | +89.3% | +570.8% |
| All | +453.9% | +20.2% | +433.7% | +1,663.3% |
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