+595.5%
SCHD vs STLD
+2,871.8%
-2,276.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.2% |
| 7D | -0.5% | -0.5% | -0.1% | -0.5% |
| 30D | +8.3% | -0.1% | +8.4% | +8.1% |
| 3M | +5.9% | -9.2% | +15.1% | +7.8% |
| 6M | +15.3% | +1.8% | +13.5% | +13.7% |
| YTD | +34.5% | +42.1% | -7.6% | +21.7% |
| 1Y | +37.2% | +58.5% | -21.3% | +20.8% |
| 3Y | +73.6% | +128.2% | -54.6% | +36.5% |
| 5Y | +63.7% | +288.2% | -224.6% | +8.5% |
| 10Y | +258.1% | +799.8% | -541.7% | +77.7% |
| All | +595.5% | +2,871.8% | -2,276.3% | +149.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling