+597.4%
SCHD vs STRL
+2,377.9%
-1,780.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.8% |
| 7D | +2.7% | +15.7% | -13.0% | +1.2% |
| 30D | +7.1% | -35.5% | +42.6% | +11.0% |
| 3M | +5.7% | -47.1% | +52.9% | +11.3% |
| 6M | +15.6% | -65.8% | +81.4% | +25.7% |
| YTD | +34.9% | -4.5% | +39.4% | +27.6% |
| 1Y | +37.4% | -10.5% | +47.8% | +30.5% |
| 3Y | +74.5% | +340.6% | -266.1% | +29.0% |
| 5Y | +63.7% | +911.0% | -847.4% | +5.5% |
| 10Y | +259.1% | +3,727.1% | -3,468.0% | +89.4% |
| All | +597.4% | +2,377.9% | -1,780.5% | +279.9% |
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