+97,349.8%
ASML vs SIRI
-12.5%
+97,362.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.8% | +4.5% |
| 7D | +1.1% | +1.6% | -0.5% | +0.8% |
| 30D | +2.2% | -4.7% | +6.9% | +2.8% |
| 3M | -2.3% | +5.3% | -7.6% | -3.2% |
| 6M | +23.0% | +30.5% | -7.5% | +18.3% |
| YTD | +61.1% | +49.6% | +11.4% | +52.0% |
| 1Y | +129.1% | +28.5% | +100.6% | +120.1% |
| 3Y | +165.4% | -27.5% | +192.8% | +168.9% |
| 5Y | +109.5% | -44.7% | +154.1% | +115.0% |
| 10Y | +1,645.7% | -12.6% | +1,658.3% | +1,591.0% |
| All | +97,349.8% | -12.5% | +97,362.3% | +63,639.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling