+99.6%
STM vs SCHW
+14.3%
+85.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +1.7% |
| 7D | +5.8% | -0.8% | +6.6% | +5.6% |
| 30D | -1.0% | +1.5% | -2.5% | -0.6% |
| 3M | -33.3% | +24.6% | -57.8% | -31.3% |
| 6M | +57.4% | +14.5% | +42.8% | +63.4% |
| YTD | +102.2% | +10.5% | +91.7% | +110.4% |
| 1Y | +99.6% | +13.4% | +86.2% | +101.6% |
| All | +99.6% | +14.3% | +85.3% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 1y: compounded portfolio wealth divided by compounded SCHW 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…
1y analysis · Full analysis span regression · 6 months rolling