+17.7%
STM vs SCHW
+86.8%
-69.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | -1.1% | -2.8% | +1.7% | -0.3% |
| 30D | -7.8% | -0.1% | -7.8% | -7.9% |
| 3M | -28.2% | +20.6% | -48.8% | -33.0% |
| 6M | +52.0% | +15.9% | +36.0% | +42.8% |
| YTD | +96.4% | +8.5% | +87.9% | +89.4% |
| 1Y | +98.8% | +17.8% | +81.0% | +83.8% |
| All | +17.7% | +86.8% | -69.1% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling