+85,698.1%
ASML vs SCHW
+5,631.0%
+80,067.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -2.9% | +4.2% | -7.1% | -4.7% |
| 30D | -15.2% | -3.8% | -11.4% | -13.9% |
| 3M | -12.9% | -13.6% | +0.7% | -7.6% |
| 6M | -5.0% | +5.3% | -10.3% | -8.9% |
| YTD | +41.8% | -6.0% | +47.8% | +42.8% |
| 1Y | +46.0% | -1.4% | +47.5% | +43.9% |
| 3Y | +133.5% | +77.4% | +56.1% | +72.2% |
| 5Y | +93.0% | +22.9% | +70.1% | +61.0% |
| 10Y | +1,534.9% | +199.3% | +1,335.7% | +730.0% |
| All | +85,698.1% | +5,631.0% | +80,067.2% | +9,056.7% |
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 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