+35.5%
SCHZ vs SPY
+658.7%
-623.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -0.4% | +0.1% | -0.4% | -0.4% |
| 3M | -0.7% | +2.0% | -2.7% | -0.7% |
| 6M | -1.5% | +13.0% | -14.5% | -1.6% |
| YTD | -0.2% | +13.5% | -13.8% | -0.4% |
| 1Y | +1.4% | +20.0% | -18.6% | +1.2% |
| 3Y | +13.1% | +77.2% | -64.0% | +12.6% |
| 5Y | -1.6% | +81.9% | -83.5% | -2.2% |
| 10Y | +14.2% | +314.1% | -299.9% | +17.2% |
| All | +35.5% | +658.7% | -623.2% | +46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling