+1,126.0%
SCHG vs STZ
+800.8%
+325.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.8% | +0.8% |
| 7D | -0.1% | -7.4% | +7.3% | +2.0% |
| 30D | -1.5% | -10.9% | +9.4% | +1.5% |
| 3M | +4.4% | -13.4% | +17.8% | +8.2% |
| 6M | +15.7% | -16.2% | +31.9% | +20.5% |
| YTD | +8.3% | -10.4% | +18.8% | +9.9% |
| 1Y | +14.2% | -14.8% | +29.0% | +17.3% |
| 3Y | +88.3% | -50.1% | +138.4% | +122.5% |
| 5Y | +83.5% | -38.8% | +122.2% | +103.1% |
| 10Y | +444.2% | -14.1% | +458.3% | +426.4% |
| All | +1,126.0% | +800.8% | +325.2% | +452.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling