-4.6%
STM vs SCHW
+20.7%
-25.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | 0.0% |
| 7D | +12.0% | +2.0% | +10.0% | +11.3% |
| 30D | -0.4% | -3.6% | +3.2% | +0.7% |
| 3M | -13.2% | -15.0% | +1.8% | -8.9% |
| 6M | -26.1% | +2.6% | -28.7% | -28.0% |
| YTD | +81.2% | -5.7% | +86.9% | +80.9% |
| 1Y | +98.3% | -0.9% | +99.2% | +94.1% |
| 3Y | +16.7% | +79.4% | -62.7% | -10.6% |
| All | -4.6% | +20.7% | -25.2% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling