+2,574.5%
AAPL vs SCHD
+558.6%
+2,015.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.1% |
| 7D | -2.7% | -1.1% | -1.6% | -1.6% |
| 30D | +1.0% | +1.5% | -0.5% | -0.5% |
| 3M | +5.0% | +7.4% | -2.5% | -2.4% |
| 6M | +23.0% | +12.4% | +10.7% | +9.4% |
| YTD | +16.6% | +27.5% | -10.9% | -8.9% |
| 1Y | +33.4% | +30.0% | +3.4% | +2.0% |
| 3Y | +79.9% | +56.5% | +23.4% | +13.8% |
| 5Y | +109.0% | +60.7% | +48.3% | +30.7% |
| 10Y | +1,210.4% | +237.8% | +972.7% | +292.5% |
| All | +2,574.5% | +558.6% | +2,015.9% | +343.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling