+1,395.4%
ASML vs SCHD
+256.2%
+1,139.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.7% | +5.8% |
| 7D | -9.0% | -1.7% | -7.3% | -7.3% |
| 30D | -21.0% | +7.7% | -28.7% | -27.6% |
| 3M | -16.3% | +5.2% | -21.5% | -21.6% |
| 6M | -7.5% | +12.9% | -20.4% | -20.7% |
| YTD | +34.0% | +31.4% | +2.6% | -3.7% |
| 1Y | +39.3% | +37.3% | +2.0% | -5.1% |
| 3Y | +128.9% | +68.3% | +60.5% | +20.7% |
| 5Y | +76.1% | +59.9% | +16.2% | +2.2% |
| All | +1,395.4% | +256.2% | +1,139.2% | +257.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD 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 10y: compounded portfolio wealth divided by compounded SCHD 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…
10y analysis · Full analysis span regression · 6 months rolling