+85,698.1%
ASML vs SIRI
-1.9%
+85,700.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | -0.2% |
| 7D | -2.9% | +5.5% | -8.4% | -3.6% |
| 30D | -15.2% | +22.6% | -37.8% | -17.5% |
| 3M | -12.9% | +12.9% | -25.8% | -14.5% |
| 6M | -5.0% | +22.3% | -27.3% | -7.9% |
| YTD | +41.8% | +67.8% | -26.0% | +31.5% |
| 1Y | +46.0% | +54.6% | -8.5% | +36.8% |
| 3Y | +133.5% | -21.4% | +154.9% | +134.3% |
| 5Y | +93.0% | -39.2% | +132.2% | +95.3% |
| 10Y | +1,534.9% | -5.2% | +1,540.1% | +1,462.4% |
| All | +85,698.1% | -1.9% | +85,700.0% | +55,051.8% |
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