+83.9%
SCHG vs STZ
-37.5%
+121.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.8% |
| 7D | -2.7% | -4.1% | +1.4% | -1.9% |
| 30D | -2.2% | -7.6% | +5.4% | -0.7% |
| 3M | +6.2% | -12.3% | +18.5% | +8.9% |
| 6M | +13.4% | -16.3% | +29.7% | +17.1% |
| YTD | +7.1% | -8.4% | +15.5% | +7.1% |
| 1Y | +12.5% | -10.8% | +23.3% | +13.1% |
| 3Y | +86.2% | -49.0% | +135.2% | +121.9% |
| 5Y | +83.9% | -36.5% | +120.4% | +96.3% |
| All | +83.9% | -37.5% | +121.4% | +96.3% |
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