+566.6%
SCHD vs STRL
+4,022.8%
-3,456.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.8% | -6.5% | -1.4% |
| 7D | -0.3% | +3.4% | -3.7% | -0.6% |
| 30D | +3.4% | -9.2% | +12.7% | +4.3% |
| 3M | +7.6% | -51.0% | +58.7% | +14.6% |
| 6M | +12.2% | +15.8% | -3.6% | +6.2% |
| YTD | +29.0% | +58.9% | -29.9% | +17.2% |
| 1Y | +30.3% | +68.5% | -38.2% | +16.4% |
| 3Y | +56.1% | +485.2% | -429.1% | +13.9% |
| 5Y | +60.4% | +2,005.1% | -1,944.7% | -3.7% |
| 10Y | +241.3% | +7,118.0% | -6,876.7% | +71.1% |
| All | +566.6% | +4,022.8% | -3,456.2% | +249.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling