+1,048.0%
STX vs SCHW
+59.3%
+988.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.7% | -3.7% |
| 7D | -2.3% | -1.9% | -0.4% | -1.7% |
| 30D | -5.5% | -1.6% | -3.8% | -5.2% |
| 3M | -4.3% | +21.3% | -25.6% | -10.9% |
| 6M | +115.6% | +16.5% | +99.1% | +102.4% |
| YTD | +202.2% | +8.4% | +193.8% | +191.3% |
| 1Y | +325.3% | +15.6% | +309.7% | +300.2% |
| 3Y | +1,283.9% | +86.8% | +1,197.1% | +995.4% |
| All | +1,048.0% | +59.3% | +988.8% | +807.7% |
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