+0.8%
SCHW vs STRL
-30.1%
+30.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -21.5% | +26.0% | +4.4% |
| 7D | +5.2% | -27.1% | +32.2% | +5.0% |
| 30D | -4.7% | -45.8% | +41.1% | -4.9% |
| 3M | -11.9% | -47.6% | +35.7% | -12.1% |
| 6M | +2.7% | -46.4% | +49.2% | +0.1% |
| YTD | -5.6% | -7.4% | +1.8% | -13.1% |
| 1Y | +0.8% | -25.9% | +26.6% | -5.7% |
| All | +0.8% | -30.1% | +30.9% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling