+57.5%
SCHW vs STLD
+294.9%
-237.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -1.6% | -2.8% | +1.2% | -0.8% |
| 30D | -1.1% | -10.4% | +9.3% | +1.6% |
| 3M | +20.4% | -10.6% | +31.0% | +23.3% |
| 6M | +13.6% | +32.7% | -19.1% | +3.6% |
| YTD | +7.7% | +42.8% | -35.1% | -4.3% |
| 1Y | +15.2% | +86.9% | -71.8% | -5.8% |
| 3Y | +87.1% | +143.8% | -56.7% | +37.2% |
| 5Y | +57.5% | +293.5% | -236.0% | -4.5% |
| All | +57.5% | +294.9% | -237.4% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling