+68.5%
STRL vs SCHG
+16.6%
+51.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.6% | +7.6% |
| 7D | +3.4% | -0.7% | +4.1% | +4.8% |
| 30D | -9.2% | +0.2% | -9.5% | -10.0% |
| 3M | -51.0% | +2.2% | -53.3% | -53.4% |
| 6M | +15.8% | +15.0% | +0.7% | -13.9% |
| YTD | +58.9% | +9.2% | +49.7% | +34.0% |
| 1Y | +68.5% | +15.7% | +52.8% | +24.4% |
| All | +68.5% | +16.6% | +51.9% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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