+655.9%
STM vs SCHW
+301.0%
+354.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | -1.4% | -1.9% | +0.5% | -0.6% |
| 30D | -4.9% | -1.6% | -3.3% | -4.4% |
| 3M | -34.0% | +21.3% | -55.3% | -40.2% |
| 6M | +51.8% | +16.5% | +35.3% | +38.9% |
| YTD | +99.4% | +8.4% | +91.0% | +87.9% |
| 1Y | +99.1% | +15.6% | +83.4% | +81.6% |
| 3Y | +19.5% | +86.8% | -67.4% | -15.2% |
| 5Y | +19.5% | +60.5% | -41.0% | -13.8% |
| All | +655.9% | +301.0% | +354.8% | +234.5% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling