+120.6%
ASML vs SCHG
+14.0%
+106.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +4.1% |
| 7D | +6.0% | -0.1% | +6.0% | +5.8% |
| 30D | +1.4% | -1.5% | +2.9% | +3.3% |
| 3M | +1.0% | +4.4% | -3.4% | -5.8% |
| 6M | +37.0% | +15.7% | +21.3% | +9.9% |
| YTD | +65.8% | +8.3% | +57.4% | +47.0% |
| All | +120.6% | +14.0% | +106.6% | +73.2% |
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