-3.7%
APA vs SCHG
+459.0%
-462.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.3% |
| 7D | +4.6% | -1.0% | +5.6% | +5.5% |
| 30D | +11.9% | -1.3% | +13.2% | +13.0% |
| 3M | +22.5% | +5.4% | +17.0% | +15.4% |
| 6M | +37.5% | +14.4% | +23.1% | +17.6% |
| YTD | +87.2% | +8.0% | +79.1% | +68.4% |
| 1Y | +101.4% | +12.7% | +88.7% | +72.6% |
| 3Y | +16.9% | +85.6% | -68.7% | -41.4% |
| 5Y | +178.4% | +85.5% | +92.9% | +36.5% |
| All | -3.7% | +459.0% | -462.7% | -87.2% |
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