+2,273.4%
STM vs SCHW
+9,959.0%
-7,685.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.4% |
| 7D | +5.2% | -1.3% | +6.5% | +5.8% |
| 30D | -7.4% | -0.4% | -7.0% | -7.4% |
| 3M | -30.6% | +21.7% | -52.3% | -36.9% |
| 6M | +66.4% | +13.0% | +53.4% | +54.9% |
| YTD | +101.1% | +8.0% | +93.1% | +90.3% |
| 1Y | +97.4% | +15.8% | +81.5% | +80.9% |
| 3Y | +21.1% | +87.7% | -66.6% | -11.4% |
| 5Y | +22.5% | +59.7% | -37.2% | -8.3% |
| 10Y | +657.6% | +292.9% | +364.7% | +268.9% |
| All | +2,273.4% | +9,959.0% | -7,685.6% | +262.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling