+33.9%
SCHZ vs VOO
+648.7%
-614.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | -1.5% | +2.6% | -4.0% | -1.5% |
| 30D | +0.7% | -2.0% | +2.6% | +0.7% |
| 3M | -1.7% | -2.8% | +1.1% | -1.7% |
| 6M | -1.6% | +2.2% | -3.8% | -1.6% |
| YTD | -1.5% | +11.5% | -13.0% | -1.6% |
| 1Y | -1.1% | +13.5% | -14.6% | -1.2% |
| 3Y | +13.6% | +78.1% | -64.4% | +13.1% |
| 5Y | -1.8% | +73.1% | -74.9% | -2.5% |
| 10Y | +15.5% | +310.7% | -295.2% | +18.6% |
| All | +33.9% | +648.7% | -614.8% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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