+1,278.0%
AAPL vs SCHG
+459.0%
+819.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +0.8% |
| 7D | +3.8% | -1.0% | +4.9% | +5.0% |
| 30D | +9.9% | -1.3% | +11.2% | +11.3% |
| 3M | +12.5% | +5.4% | +7.0% | +6.0% |
| 6M | +27.6% | +14.4% | +13.2% | +9.9% |
| YTD | +22.6% | +8.0% | +14.5% | +12.0% |
| 1Y | +45.0% | +12.7% | +32.3% | +26.1% |
| 3Y | +87.8% | +85.6% | +2.2% | -6.4% |
| 5Y | +128.7% | +85.5% | +43.2% | +13.4% |
| All | +1,278.0% | +459.0% | +819.0% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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