+295.2%
SCHW vs STT
+267.9%
+27.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | -2.8% | -1.4% | -1.4% | -1.9% |
| 30D | -0.1% | +2.2% | -2.2% | -1.6% |
| 3M | +20.6% | +18.8% | +1.8% | +7.0% |
| 6M | +15.9% | +57.9% | -42.0% | -15.5% |
| YTD | +8.5% | +51.0% | -42.5% | -18.8% |
| 1Y | +17.8% | +77.1% | -59.3% | -21.2% |
| 3Y | +88.5% | +199.8% | -111.3% | -14.5% |
| 5Y | +60.6% | +156.0% | -95.3% | -21.6% |
| All | +295.2% | +267.9% | +27.3% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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