+63.6%
SCHD vs STRL
+906.9%
-843.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.7% |
| 7D | +2.7% | +15.7% | -13.0% | +1.9% |
| 30D | +7.1% | -35.5% | +42.6% | +9.2% |
| 3M | +5.7% | -47.1% | +52.9% | +8.8% |
| 6M | +15.6% | -65.8% | +81.4% | +21.5% |
| YTD | +34.9% | -4.5% | +39.4% | +27.9% |
| 1Y | +37.4% | -10.5% | +47.8% | +30.7% |
| 3Y | +74.5% | +340.6% | -266.1% | +27.6% |
| All | +63.6% | +906.9% | -843.3% | -7.5% |
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