+566.6%
SCHD vs STLD
+2,902.8%
-2,336.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | -0.3% | +3.1% | -3.4% | -1.1% |
| 30D | +3.4% | -9.0% | +12.4% | +5.5% |
| 3M | +7.6% | -12.4% | +20.0% | +10.4% |
| 6M | +12.2% | +25.5% | -13.3% | +5.2% |
| YTD | +29.0% | +43.6% | -14.7% | +16.7% |
| 1Y | +30.3% | +87.2% | -56.9% | +10.2% |
| 3Y | +56.1% | +135.2% | -79.1% | +22.0% |
| 5Y | +60.4% | +290.9% | -230.4% | +6.2% |
| 10Y | +241.3% | +1,113.5% | -872.2% | +59.2% |
| All | +566.6% | +2,902.8% | -2,336.2% | +138.9% |
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