+238.6%
SCHD vs STZ
-11.3%
+250.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | -2.0% | -4.5% | +2.5% | -0.6% |
| 30D | -0.4% | -8.6% | +8.2% | +2.3% |
| 3M | +5.7% | -13.8% | +19.5% | +10.5% |
| 6M | +11.9% | -17.2% | +29.0% | +17.9% |
| YTD | +26.4% | -9.4% | +35.8% | +28.5% |
| 1Y | +27.6% | -11.9% | +39.5% | +30.6% |
| 3Y | +54.9% | -49.6% | +104.5% | +89.0% |
| 5Y | +60.9% | -37.2% | +98.1% | +79.1% |
| All | +238.6% | -11.3% | +250.0% | +231.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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