+13,160.2%
SCHW vs STZ
+9,075.1%
+4,085.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.4% | -0.6% |
| 7D | -1.3% | -7.4% | +6.1% | +0.9% |
| 30D | -0.4% | -10.9% | +10.5% | +2.8% |
| 3M | +21.7% | -13.4% | +35.1% | +26.3% |
| 6M | +13.0% | -16.2% | +29.2% | +17.8% |
| YTD | +8.0% | -10.4% | +18.5% | +10.0% |
| 1Y | +15.8% | -14.8% | +30.6% | +19.3% |
| 3Y | +87.7% | -50.1% | +137.9% | +122.0% |
| 5Y | +59.7% | -38.8% | +98.5% | +77.3% |
| 10Y | +292.9% | -14.1% | +307.0% | +286.2% |
| All | +13,160.2% | +9,075.1% | +4,085.2% | +3,940.6% |
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