+28.1%
SCHD vs STLD
+84.3%
-56.1%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -3.1% | -3.6% | +0.5% | -2.7% |
| 30D | -0.8% | -10.1% | +9.3% | +0.3% |
| 3M | +6.2% | -11.4% | +17.7% | +7.5% |
| 6M | +11.8% | +30.8% | -19.0% | +7.0% |
| YTD | +26.0% | +40.7% | -14.7% | +18.9% |
| 1Y | +28.1% | +80.8% | -52.6% | +17.7% |
| All | +28.1% | +84.3% | -56.1% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling