+175.6%
ASML vs SCHD
+59.1%
+116.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.8% |
| 7D | +1.1% | -0.3% | +1.4% | +1.3% |
| 30D | +2.2% | +3.4% | -1.3% | -0.6% |
| 3M | -2.3% | +7.6% | -9.9% | -8.5% |
| 6M | +23.0% | +12.2% | +10.8% | +11.0% |
| YTD | +61.1% | +29.0% | +32.1% | +27.9% |
| 1Y | +129.1% | +30.3% | +98.8% | +79.9% |
| All | +175.6% | +59.1% | +116.6% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling