+60.3%
SCHD vs STZ
-37.5%
+97.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.8% |
| 7D | -3.1% | -4.1% | +1.0% | -2.1% |
| 30D | -0.8% | -7.6% | +6.8% | +1.1% |
| 3M | +6.2% | -12.3% | +18.5% | +9.6% |
| 6M | +11.8% | -16.3% | +28.1% | +16.4% |
| YTD | +26.0% | -8.4% | +34.3% | +27.0% |
| 1Y | +28.1% | -10.8% | +39.0% | +29.9% |
| 3Y | +54.6% | -49.0% | +103.6% | +83.7% |
| 5Y | +60.3% | -36.5% | +96.8% | +68.9% |
| All | +60.3% | -37.5% | +97.8% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling