+86.4%
ASML vs SCHW
+22.5%
+63.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.4% | +4.9% | +5.7% |
| 7D | -0.8% | +4.5% | -5.4% | -2.5% |
| 30D | -14.9% | -4.1% | -10.8% | -13.7% |
| 3M | -13.0% | -13.6% | +0.6% | -8.7% |
| 6M | -4.7% | +5.0% | -9.7% | -8.1% |
| YTD | +42.3% | -6.3% | +48.6% | +43.4% |
| 1Y | +49.7% | -1.4% | +51.1% | +47.7% |
| 3Y | +144.3% | +77.6% | +66.7% | +86.2% |
| 5Y | +86.4% | +22.7% | +63.6% | +65.5% |
| All | +86.4% | +22.5% | +63.8% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling