+75.5%
ASML vs SIRI
-38.7%
+114.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.7% | +6.7% | +5.3% |
| 7D | -9.0% | +12.6% | -21.6% | -11.0% |
| 30D | -21.0% | +25.9% | -46.8% | -24.2% |
| 3M | -16.3% | +10.3% | -26.6% | -18.0% |
| 6M | -7.5% | +24.8% | -32.3% | -11.8% |
| YTD | +34.0% | +68.6% | -34.6% | +20.2% |
| 1Y | +39.3% | +55.9% | -16.6% | +26.8% |
| 3Y | +128.9% | -22.3% | +151.2% | +124.4% |
| All | +75.5% | -38.7% | +114.2% | +102.9% |
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