+96.5%
STM vs SCHW
+1.9%
+94.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.6% | -10.6% | -4.8% |
| 7D | -6.0% | +5.2% | -11.2% | -4.7% |
| 30D | -20.9% | -4.7% | -16.3% | -21.8% |
| 3M | -15.8% | -11.9% | -3.8% | -18.2% |
| 6M | -17.0% | +2.7% | -19.8% | -16.6% |
| YTD | +76.8% | -5.6% | +82.4% | +77.0% |
| 1Y | +96.5% | +0.8% | +95.7% | +85.7% |
| All | +96.5% | +1.9% | +94.6% | +85.7% |
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