+447.8%
SCHG vs STZ
-11.3%
+459.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.2% |
| 7D | -1.0% | -4.5% | +3.4% | +0.2% |
| 30D | -1.3% | -8.6% | +7.3% | +1.2% |
| 3M | +5.4% | -13.8% | +19.2% | +9.7% |
| 6M | +14.4% | -17.2% | +31.6% | +19.9% |
| YTD | +8.0% | -9.4% | +17.4% | +9.1% |
| 1Y | +12.7% | -11.9% | +24.6% | +14.5% |
| 3Y | +85.6% | -49.6% | +135.2% | +124.0% |
| 5Y | +85.5% | -37.2% | +122.7% | +105.2% |
| All | +447.8% | -11.3% | +459.2% | +430.6% |
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