+539.5%
STRL vs SCHG
+85.5%
+454.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.3% |
| 7D | +8.2% | -0.9% | +9.1% | +9.5% |
| 30D | -6.3% | -2.3% | -4.0% | -3.0% |
| 3M | -41.2% | +4.5% | -45.7% | -45.5% |
| 6M | +20.4% | +13.6% | +6.8% | -0.6% |
| YTD | +61.7% | +7.6% | +54.1% | +45.2% |
| 1Y | +72.7% | +13.0% | +59.7% | +47.2% |
| All | +539.5% | +85.5% | +454.0% | +222.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling