+2,445.8%
STRL vs SCHG
+1,127.0%
+1,318.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.7% |
| 7D | +8.2% | -0.9% | +9.1% | +9.1% |
| 30D | -6.3% | -2.3% | -4.0% | -4.1% |
| 3M | -41.2% | +4.5% | -45.7% | -43.9% |
| 6M | +20.4% | +13.6% | +6.8% | +6.6% |
| YTD | +61.7% | +7.6% | +54.1% | +51.6% |
| 1Y | +72.7% | +13.0% | +59.7% | +56.4% |
| 3Y | +530.9% | +87.0% | +443.9% | +264.5% |
| 5Y | +2,125.4% | +82.9% | +2,042.5% | +1,173.2% |
| 10Y | +7,301.3% | +453.6% | +6,847.7% | +1,037.0% |
| All | +2,445.8% | +1,127.0% | +1,318.8% | +30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling