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  • STX vs SCHW✓SelectedUSD · SCHWSTX vs SCHW performance historyLatest closeAs of-2.04%09/09
Stock and ETF performance explorer

STX vs SCHW

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+16,706.2%
SCHW return
+1,276.2%
Excess return
+15,430.0%
Maximum drawdown
-88.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSCHWExcessAlpha
1D-2.0%-0.3%-1.7%-1.9%
7D+9.6%-1.6%+11.1%+10.2%
30D+10.6%-1.1%+11.7%+10.8%
3M+4.8%+20.4%-15.6%-4.1%
6M+137.3%+13.6%+123.6%+120.8%
YTD+222.5%+7.7%+214.8%+207.3%
1Y+366.2%+15.2%+351.0%+330.5%
3Y+1,352.9%+87.1%+1,265.8%+966.4%
5Y+1,077.4%+57.5%+1,020.0%+785.1%
10Y+3,621.5%+295.1%+3,326.4%+1,600.2%
All+16,706.2%+1,276.2%+15,430.0%+3,907.2%

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