+3,391.5%
SCHW vs STLD
+8,684.3%
-5,292.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | -0.8% | +3.1% | -3.9% | -1.9% |
| 30D | +1.5% | -9.0% | +10.5% | +4.3% |
| 3M | +24.6% | -12.4% | +36.9% | +28.9% |
| 6M | +14.5% | +25.5% | -11.0% | +4.7% |
| YTD | +10.5% | +43.6% | -33.1% | -3.9% |
| 1Y | +13.4% | +87.2% | -73.8% | -10.1% |
| 3Y | +88.3% | +135.2% | -47.0% | +34.6% |
| 5Y | +62.1% | +290.9% | -228.8% | -6.2% |
| 10Y | +297.3% | +1,113.5% | -816.2% | +49.3% |
| All | +3,391.5% | +8,684.3% | -5,292.8% | +433.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling