+46.1%
ASML vs SCHG
+5.5%
+40.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -5.4% |
| 7D | -10.0% | -2.5% | -7.5% | -6.6% |
| 30D | -19.4% | -5.4% | -14.0% | -12.5% |
| 3M | -12.5% | -2.2% | -10.3% | -9.8% |
| 6M | +8.2% | +5.2% | +3.1% | +0.2% |
| YTD | +40.7% | +6.8% | +33.9% | +27.6% |
| 1Y | +46.1% | +5.9% | +40.2% | +34.1% |
| All | +46.1% | +5.5% | +40.6% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling