+60.0%
SCHD vs STRL
+2,102.6%
-2,042.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | -2.6% | +8.2% | -10.8% | -3.1% |
| 30D | -0.3% | -6.3% | +6.0% | 0.0% |
| 3M | +6.1% | -41.2% | +47.3% | +9.1% |
| 6M | +11.7% | +20.4% | -8.7% | +6.7% |
| YTD | +26.3% | +61.7% | -35.4% | +17.0% |
| 1Y | +28.8% | +72.7% | -44.0% | +17.2% |
| 3Y | +55.0% | +530.9% | -475.9% | +13.7% |
| 5Y | +60.0% | +2,125.4% | -2,065.4% | -14.3% |
| All | +60.0% | +2,102.6% | -2,042.6% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 5y: compounded portfolio wealth divided by compounded STRL 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…
5y analysis · Full analysis span regression · 6 months rolling