+16.7%
STM vs SCHW
+79.3%
-62.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.2% |
| 7D | +12.0% | +2.0% | +10.0% | +11.5% |
| 30D | -0.4% | -3.6% | +3.2% | +0.5% |
| 3M | -13.2% | -15.0% | +1.8% | -9.9% |
| 6M | -26.1% | +2.6% | -28.7% | -28.1% |
| YTD | +81.2% | -5.7% | +86.9% | +81.0% |
| 1Y | +98.3% | -0.9% | +99.2% | +93.4% |
| 3Y | +16.7% | +79.4% | -62.7% | -16.4% |
| All | +16.7% | +79.3% | -62.6% | -16.4% |
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