+295.2%
SCHW vs STLD
+1,117.5%
-822.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.3% |
| 7D | -2.8% | -3.6% | +0.9% | -1.5% |
| 30D | -0.1% | -10.1% | +10.0% | +3.5% |
| 3M | +20.6% | -11.4% | +32.0% | +24.9% |
| 6M | +15.9% | +30.8% | -14.9% | +3.0% |
| YTD | +8.5% | +40.7% | -32.2% | -6.8% |
| 1Y | +17.8% | +80.8% | -62.9% | -8.5% |
| 3Y | +88.5% | +140.2% | -51.6% | +25.9% |
| 5Y | +60.6% | +288.5% | -227.8% | -17.9% |
| All | +295.2% | +1,117.5% | -822.3% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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