+45.0%
AAPL vs SCHG
+13.0%
+32.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +1.3% |
| 7D | +3.8% | -1.0% | +4.9% | +4.5% |
| 30D | +9.9% | -1.3% | +11.2% | +10.7% |
| 3M | +12.5% | +5.4% | +7.0% | +8.8% |
| 6M | +27.6% | +14.4% | +13.2% | +16.7% |
| YTD | +22.6% | +8.0% | +14.5% | +16.0% |
| 1Y | +45.0% | +12.7% | +32.3% | +31.9% |
| All | +45.0% | +13.0% | +32.0% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling