+294.9%
SCHW vs STRL
+7,221.5%
-6,926.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.5% | -1.1% |
| 7D | -1.9% | +5.0% | -6.9% | -2.9% |
| 30D | -1.6% | -6.9% | +5.3% | -0.6% |
| 3M | +21.3% | -39.1% | +60.3% | +30.9% |
| 6M | +16.5% | +21.5% | -5.0% | +2.2% |
| YTD | +8.4% | +66.9% | -58.5% | -12.9% |
| 1Y | +15.6% | +61.6% | -46.0% | -8.2% |
| 3Y | +86.8% | +560.0% | -473.2% | -6.7% |
| 5Y | +60.5% | +2,238.9% | -2,178.3% | -46.7% |
| All | +294.9% | +7,221.5% | -6,926.6% | -10.0% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling