+3,943.4%
ASML vs SCHD
+587.8%
+3,355.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.4% | +4.8% | +4.7% |
| 7D | -0.8% | -0.7% | -0.1% | 0.0% |
| 30D | -14.9% | +7.9% | -22.8% | -22.3% |
| 3M | -13.0% | +6.0% | -19.0% | -19.3% |
| 6M | -4.7% | +14.5% | -19.2% | -20.0% |
| YTD | +42.3% | +33.2% | +9.1% | -0.2% |
| 1Y | +49.7% | +38.1% | +11.6% | +0.3% |
| 3Y | +144.3% | +73.5% | +70.8% | +22.4% |
| 5Y | +86.4% | +62.5% | +23.9% | +4.9% |
| 10Y | +1,504.8% | +253.7% | +1,251.1% | +255.7% |
| All | +3,943.4% | +587.8% | +3,355.6% | +232.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling