+3,476.8%
STX vs SCHW
+301.3%
+3,175.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | +8.0% | -2.8% | +10.7% | +9.0% |
| 30D | +5.1% | -0.1% | +5.1% | +4.9% |
| 3M | +5.8% | +20.6% | -14.8% | -2.2% |
| 6M | +124.9% | +15.9% | +109.0% | +109.7% |
| YTD | +213.9% | +8.5% | +205.4% | +200.4% |
| 1Y | +350.4% | +17.8% | +332.6% | +316.8% |
| 3Y | +1,314.2% | +88.5% | +1,225.7% | +976.1% |
| 5Y | +1,092.8% | +60.6% | +1,032.2% | +824.0% |
| All | +3,476.8% | +301.3% | +3,175.5% | +1,568.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling