-25.9%
STRL vs SCHG
+5.5%
-31.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.3% | -22.7% | -24.0% |
| 7D | -27.1% | -2.5% | -24.5% | -23.3% |
| 30D | -45.8% | -5.4% | -40.4% | -38.8% |
| 3M | -47.6% | -2.2% | -45.5% | -45.0% |
| 6M | -46.4% | +5.2% | -51.6% | -51.7% |
| YTD | -7.4% | +6.8% | -14.2% | -16.8% |
| 1Y | -25.9% | +5.9% | -31.8% | -30.7% |
| All | -25.9% | +5.5% | -31.4% | -30.7% |
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