+5,090.9%
AAPL vs SCHG
+1,132.2%
+3,958.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +0.9% |
| 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% | +6.1% |
| 6M | +27.6% | +14.4% | +13.2% | +10.3% |
| YTD | +22.6% | +8.0% | +14.5% | +12.2% |
| 1Y | +45.0% | +12.7% | +32.3% | +26.6% |
| 3Y | +87.8% | +85.6% | +2.2% | -4.1% |
| 5Y | +128.7% | +85.5% | +43.2% | +16.1% |
| 10Y | +1,308.9% | +456.0% | +852.8% | +137.7% |
| All | +5,090.9% | +1,132.2% | +3,958.7% | +319.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling