+734.8%
SCHW vs STLA
+252.7%
+482.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.8% | -1.5% |
| 7D | -1.3% | +0.7% | -2.0% | -1.5% |
| 30D | -0.4% | -2.4% | +2.0% | 0.0% |
| 3M | +21.7% | -23.9% | +45.6% | +29.2% |
| 6M | +13.0% | -24.6% | +37.6% | +19.4% |
| YTD | +8.0% | -50.5% | +58.5% | +25.1% |
| 1Y | +15.8% | -39.8% | +55.7% | +25.9% |
| 3Y | +87.7% | -65.6% | +153.3% | +128.2% |
| 5Y | +59.7% | -62.1% | +121.8% | +85.4% |
| 10Y | +292.9% | +47.8% | +245.1% | +230.0% |
| All | +734.8% | +252.7% | +482.2% | +590.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling