+295.2%
SCHW vs STZ
-10.3%
+305.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.1% | +0.1% |
| 7D | -2.8% | -4.1% | +1.3% | -1.4% |
| 30D | -0.1% | -7.6% | +7.5% | +2.6% |
| 3M | +20.6% | -12.3% | +32.9% | +25.5% |
| 6M | +15.9% | -16.3% | +32.3% | +22.0% |
| YTD | +8.5% | -8.4% | +16.8% | +9.5% |
| 1Y | +17.8% | -10.8% | +28.7% | +19.7% |
| 3Y | +88.5% | -49.0% | +137.5% | +133.2% |
| 5Y | +60.6% | -36.5% | +97.1% | +79.2% |
| All | +295.2% | -10.3% | +305.5% | +305.9% |
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 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