+46.6%
ASML vs SIRI
+56.0%
-9.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.4% | +6.2% |
| 7D | -0.8% | +11.4% | -12.2% | -0.5% |
| 30D | -14.9% | +24.2% | -39.1% | -14.6% |
| 3M | -13.0% | +11.1% | -24.1% | -12.4% |
| 6M | -4.7% | +23.9% | -28.6% | -6.4% |
| YTD | +42.3% | +70.0% | -27.7% | +34.2% |
| All | +46.6% | +56.0% | -9.5% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 1y: compounded portfolio wealth divided by compounded SIRI 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…
1y analysis · Full analysis span regression · 6 months rolling