+2,082.1%
STRL vs SCHG
+84.3%
+1,997.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.7% |
| 3M | -39.1% | +5.4% | -44.5% | -42.6% |
| 6M | +21.5% | +14.4% | +7.1% | +6.8% |
| YTD | +66.9% | +8.0% | +58.9% | +55.5% |
| 1Y | +61.6% | +12.7% | +48.9% | +46.9% |
| 3Y | +560.0% | +85.6% | +474.4% | +323.6% |
| All | +2,082.1% | +84.3% | +1,997.7% | +1,321.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling