+2,880.8%
SCHW vs STLD
+8,245.9%
-5,365.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +5.0% | +2.8% |
| 7D | +2.0% | +2.9% | -0.9% | +1.0% |
| 30D | -3.6% | -5.6% | +1.9% | -2.1% |
| 3M | -15.0% | -11.7% | -3.2% | -12.3% |
| 6M | +2.6% | -2.8% | +5.4% | +1.8% |
| YTD | -5.7% | +36.4% | -42.1% | -17.0% |
| 1Y | -0.9% | +50.0% | -50.9% | -15.6% |
| 3Y | +79.4% | +122.3% | -42.9% | +30.1% |
| 5Y | +21.2% | +273.2% | -252.0% | -29.0% |
| 10Y | +193.3% | +763.8% | -570.5% | +22.3% |
| All | +2,880.8% | +8,245.9% | -5,365.0% | +360.7% |
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 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