+97,349.8%
ASML vs SCHW
+6,632.6%
+90,717.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.6% |
| 7D | +1.1% | -0.8% | +1.9% | +1.4% |
| 30D | +2.2% | +1.5% | +0.7% | +1.3% |
| 3M | -2.3% | +24.6% | -26.9% | -12.5% |
| 6M | +23.0% | +14.5% | +8.4% | +14.0% |
| YTD | +61.1% | +10.5% | +50.6% | +51.6% |
| 1Y | +129.1% | +13.4% | +115.7% | +112.3% |
| 3Y | +165.4% | +88.3% | +77.1% | +91.2% |
| 5Y | +109.5% | +62.1% | +47.4% | +54.5% |
| 10Y | +1,645.7% | +297.3% | +1,348.5% | +680.0% |
| All | +97,349.8% | +6,632.6% | +90,717.1% | +9,618.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling