+1,559.3%
ASML vs SCHG
+436.2%
+1,123.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.1% |
| 7D | +10.4% | +4.6% | +5.8% | +4.3% |
| 30D | -12.7% | -6.2% | -6.5% | -4.7% |
| 3M | -17.2% | -3.5% | -13.7% | -13.0% |
| 6M | -1.3% | +0.9% | -2.2% | -1.8% |
| YTD | +40.8% | +5.6% | +35.2% | +33.0% |
| 1Y | +45.2% | +4.4% | +40.8% | +39.3% |
| 3Y | +131.8% | +80.1% | +51.7% | +13.8% |
| 5Y | +84.0% | +71.3% | +12.8% | -1.5% |
| All | +1,559.3% | +436.2% | +1,123.0% | +128.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling