+1,767.1%
ASML vs SCHW
+291.7%
+1,475.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | +2.8% | -1.6% | +4.4% | +3.4% |
| 30D | -0.2% | -1.1% | +0.8% | 0.0% |
| 3M | -2.6% | +20.4% | -23.0% | -10.2% |
| 6M | +27.9% | +13.6% | +14.2% | +20.2% |
| YTD | +62.4% | +7.7% | +54.7% | +55.8% |
| 1Y | +116.2% | +15.2% | +101.0% | +101.6% |
| 3Y | +182.4% | +87.1% | +95.3% | +112.7% |
| 5Y | +112.4% | +57.5% | +54.9% | +66.2% |
| 10Y | +1,767.1% | +295.1% | +1,472.0% | +955.1% |
| All | +1,767.1% | +291.7% | +1,475.4% | +955.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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