+108.6%
ASML vs SIRI
-44.4%
+153.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.8% | +4.6% |
| 7D | +1.1% | +1.6% | -0.5% | +0.7% |
| 30D | +2.2% | -4.7% | +6.9% | +3.0% |
| 3M | -2.3% | +5.3% | -7.6% | -3.6% |
| 6M | +23.0% | +30.5% | -7.5% | +16.3% |
| YTD | +61.1% | +49.6% | +11.4% | +48.0% |
| 1Y | +129.1% | +28.5% | +100.6% | +116.1% |
| 3Y | +165.4% | -27.5% | +192.8% | +163.9% |
| All | +108.6% | -44.4% | +153.0% | +142.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling