+129.1%
ASML vs SCHG
+16.6%
+112.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.0% | +5.4% |
| 7D | +1.1% | -0.7% | +1.8% | +2.0% |
| 30D | +2.2% | +0.2% | +2.0% | +1.6% |
| 3M | -2.3% | +2.2% | -4.5% | -5.5% |
| 6M | +23.0% | +15.0% | +8.0% | -0.3% |
| YTD | +61.1% | +9.2% | +51.9% | +41.3% |
| 1Y | +129.1% | +15.7% | +113.4% | +78.8% |
| All | +129.1% | +16.6% | +112.5% | +78.8% |
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