+51,384.5%
SCHW vs STT
+7,281.4%
+44,103.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.5% |
| 7D | -1.3% | +2.2% | -3.5% | -2.5% |
| 30D | -0.4% | +3.9% | -4.3% | -2.6% |
| 3M | +21.7% | +19.2% | +2.5% | +9.8% |
| 6M | +13.0% | +60.4% | -47.4% | -14.4% |
| YTD | +8.0% | +51.5% | -43.4% | -15.7% |
| 1Y | +15.8% | +76.3% | -60.5% | -17.3% |
| 3Y | +87.7% | +200.7% | -113.0% | -3.0% |
| 5Y | +59.7% | +157.5% | -97.8% | -11.7% |
| 10Y | +292.9% | +262.0% | +30.9% | +75.0% |
| All | +51,384.5% | +7,281.4% | +44,103.1% | +5,106.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling