+295.2%
SCHW vs STLA
+51.6%
+243.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -2.8% | -3.8% | +1.1% | -1.6% |
| 30D | -0.1% | -3.1% | +3.1% | +0.7% |
| 3M | +20.6% | -19.6% | +40.2% | +28.0% |
| 6M | +15.9% | -23.5% | +39.4% | +23.6% |
| YTD | +8.5% | -51.5% | +60.0% | +31.8% |
| 1Y | +17.8% | -39.7% | +57.5% | +30.2% |
| 3Y | +88.5% | -66.3% | +154.9% | +143.8% |
| 5Y | +60.6% | -63.1% | +123.8% | +93.7% |
| All | +295.2% | +51.6% | +243.6% | +173.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling