+2,567.0%
AAPL vs SCHD
+552.5%
+2,014.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | +0.6% |
| 7D | -3.0% | -2.6% | -0.3% | -0.3% |
| 30D | +2.3% | -0.3% | +2.6% | +2.6% |
| 3M | +8.6% | +6.1% | +2.5% | +2.3% |
| 6M | +21.6% | +11.7% | +9.8% | +8.7% |
| YTD | +16.3% | +26.3% | -10.0% | -8.3% |
| 1Y | +35.1% | +28.8% | +6.3% | +4.3% |
| 3Y | +79.4% | +55.0% | +24.3% | +14.5% |
| 5Y | +109.8% | +60.0% | +49.8% | +31.7% |
| 10Y | +1,237.1% | +243.1% | +993.9% | +294.8% |
| All | +2,567.0% | +552.5% | +2,014.6% | +346.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded SCHD 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling