+295.2%
SCHW vs STRL
+6,846.4%
-6,551.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.1% |
| 7D | -2.8% | +5.4% | -8.2% | -3.8% |
| 30D | -0.1% | -9.0% | +8.9% | +1.4% |
| 3M | +20.6% | -37.1% | +57.6% | +29.1% |
| 6M | +15.9% | +17.8% | -1.9% | +2.2% |
| YTD | +8.5% | +58.3% | -49.8% | -11.9% |
| 1Y | +17.8% | +61.0% | -43.2% | -6.6% |
| 3Y | +88.5% | +517.8% | -429.3% | -4.5% |
| 5Y | +60.6% | +2,119.0% | -2,058.4% | -46.1% |
| All | +295.2% | +6,846.4% | -6,551.2% | -8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling