+54.9%
SCHD vs STZ
-49.6%
+104.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | -2.0% | -4.5% | +2.5% | -1.1% |
| 30D | -0.4% | -8.6% | +8.2% | +1.3% |
| 3M | +5.7% | -13.8% | +19.5% | +8.6% |
| 6M | +11.9% | -17.2% | +29.0% | +15.6% |
| YTD | +26.4% | -9.4% | +35.8% | +27.4% |
| 1Y | +27.6% | -11.9% | +39.5% | +29.2% |
| 3Y | +54.9% | -49.6% | +104.5% | +72.8% |
| All | +54.9% | -49.6% | +104.5% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling