+188.2%
ASML vs SCHW
+93.3%
+94.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +3.6% |
| 7D | +6.0% | -1.3% | +7.3% | +6.4% |
| 30D | +1.4% | -0.4% | +1.8% | +1.3% |
| 3M | +1.0% | +21.7% | -20.7% | -6.7% |
| 6M | +37.0% | +13.0% | +24.0% | +30.1% |
| YTD | +65.8% | +8.0% | +57.7% | +60.2% |
| 1Y | +123.1% | +15.8% | +107.3% | +108.9% |
| 3Y | +188.2% | +87.7% | +100.4% | +118.7% |
| All | +188.2% | +93.3% | +94.9% | +118.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling