+13.4%
SCHW vs STLA
-38.0%
+51.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.0% |
| 7D | -0.8% | +2.6% | -3.4% | -0.8% |
| 30D | +1.5% | -1.2% | +2.7% | +1.5% |
| 3M | +24.6% | -24.8% | +49.3% | +24.3% |
| 6M | +14.5% | -25.6% | +40.1% | +14.3% |
| YTD | +10.5% | -48.9% | +59.4% | +11.6% |
| 1Y | +13.4% | -38.8% | +52.1% | +12.6% |
| All | +13.4% | -38.0% | +51.4% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling