+85.6%
SCHW vs STLD
+140.5%
-54.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.6% | -2.8% | +1.2% | -1.0% |
| 30D | -1.1% | -10.4% | +9.3% | +1.2% |
| 3M | +20.4% | -10.6% | +31.0% | +23.0% |
| 6M | +13.6% | +32.7% | -19.1% | +4.5% |
| YTD | +7.7% | +42.8% | -35.1% | -3.3% |
| 1Y | +15.2% | +86.9% | -71.8% | -4.5% |
| All | +85.6% | +140.5% | -54.9% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling