+7,285.0%
STRL vs SCHG
+459.0%
+6,826.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.5% | +4.5% |
| 7D | +5.0% | -1.0% | +6.1% | +6.2% |
| 30D | -6.9% | -1.3% | -5.6% | -5.8% |
| 3M | -39.1% | +5.4% | -44.5% | -42.3% |
| 6M | +21.5% | +14.4% | +7.1% | +7.8% |
| YTD | +66.9% | +8.0% | +58.9% | +56.6% |
| 1Y | +61.6% | +12.7% | +48.9% | +48.0% |
| 3Y | +560.0% | +85.6% | +474.4% | +311.6% |
| 5Y | +2,238.9% | +85.5% | +2,153.3% | +1,335.3% |
| All | +7,285.0% | +459.0% | +6,826.0% | +1,423.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling