+1,337.5%
STX vs SCHW
+86.8%
+1,250.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | +8.0% | -2.8% | +10.7% | +8.7% |
| 30D | +5.1% | -0.1% | +5.1% | +4.9% |
| 3M | +5.8% | +20.6% | -14.8% | -1.2% |
| 6M | +124.9% | +15.9% | +109.0% | +111.7% |
| YTD | +213.9% | +8.5% | +205.4% | +204.0% |
| 1Y | +350.4% | +17.8% | +332.6% | +321.7% |
| All | +1,337.5% | +86.8% | +1,250.8% | +1,061.3% |
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 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