+559.1%
SCHD vs STLA
+140.8%
+418.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +1.9% | -0.6% |
| 7D | -1.1% | +0.7% | -1.9% | -1.3% |
| 30D | +1.5% | -2.4% | +3.9% | +1.8% |
| 3M | +7.4% | -23.9% | +31.3% | +12.0% |
| 6M | +12.4% | -24.6% | +37.0% | +16.8% |
| YTD | +27.5% | -50.5% | +78.0% | +41.3% |
| 1Y | +30.0% | -39.8% | +69.8% | +38.1% |
| 3Y | +56.5% | -65.6% | +122.1% | +79.2% |
| 5Y | +60.7% | -62.1% | +122.8% | +77.4% |
| 10Y | +237.8% | +47.8% | +190.0% | +207.0% |
| All | +559.1% | +140.8% | +418.3% | +487.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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