+87.0%
SCHW vs STLA
-66.9%
+153.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -2.8% | -3.8% | +1.1% | -2.3% |
| 30D | -0.1% | -3.1% | +3.1% | +0.2% |
| 3M | +20.6% | -19.6% | +40.2% | +23.3% |
| 6M | +15.9% | -23.5% | +39.4% | +18.7% |
| YTD | +8.5% | -51.5% | +60.0% | +17.8% |
| 1Y | +17.8% | -39.7% | +57.5% | +21.9% |
| All | +87.0% | -66.9% | +153.9% | +101.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling