+14.3%
SCHZ vs SPY
+312.5%
-298.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | -0.1% |
| 7D | -0.1% | -0.4% | +0.3% | -0.1% |
| 30D | -0.2% | -1.4% | +1.1% | -0.2% |
| 3M | -0.7% | +3.7% | -4.4% | -0.8% |
| 6M | -1.7% | +13.0% | -14.7% | -2.2% |
| YTD | -0.5% | +12.4% | -12.9% | -1.0% |
| 1Y | +0.4% | +18.5% | -18.1% | -0.3% |
| 3Y | +13.2% | +77.6% | -64.4% | +10.6% |
| 5Y | -2.1% | +81.7% | -83.7% | -4.6% |
| 10Y | +14.3% | +319.7% | -305.4% | +12.7% |
| All | +14.3% | +312.5% | -298.2% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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