+87.0%
SCHW vs STRL
+513.3%
-426.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.9% |
| 7D | -2.8% | +5.4% | -8.2% | -3.2% |
| 30D | -0.1% | -9.0% | +8.9% | +0.6% |
| 3M | +20.6% | -37.1% | +57.6% | +24.3% |
| 6M | +15.9% | +17.8% | -1.9% | +7.6% |
| YTD | +8.5% | +58.3% | -49.8% | -4.3% |
| 1Y | +17.8% | +61.0% | -43.2% | +2.4% |
| All | +87.0% | +513.3% | -426.3% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling