-41.2%
APA vs SCHG
+1,127.0%
-1,168.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.6% | +3.7% |
| 7D | +0.3% | -0.9% | +1.2% | +1.1% |
| 30D | +9.3% | -2.3% | +11.6% | +11.7% |
| 3M | +23.3% | +4.5% | +18.8% | +16.2% |
| 6M | +39.5% | +13.6% | +25.9% | +18.0% |
| YTD | +87.6% | +7.6% | +80.0% | +67.3% |
| 1Y | +114.2% | +13.0% | +101.2% | +79.6% |
| 3Y | +13.6% | +87.0% | -73.4% | -47.1% |
| 5Y | +175.6% | +82.9% | +92.7% | +27.0% |
| 10Y | -2.6% | +453.6% | -456.3% | -88.5% |
| All | -41.2% | +1,127.0% | -1,168.2% | -97.4% |
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