+367.9%
APP vs SCHD
+65.2%
+302.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.1% |
| 7D | -4.4% | -2.6% | -1.8% | -1.2% |
| 30D | -10.0% | -0.3% | -9.7% | -9.8% |
| 3M | -41.4% | +6.1% | -47.5% | -46.0% |
| 6M | -41.0% | +11.7% | -52.7% | -49.5% |
| YTD | -54.7% | +26.3% | -81.1% | -67.7% |
| 1Y | -45.3% | +28.8% | -74.1% | -62.4% |
| 3Y | +624.3% | +55.0% | +569.2% | +260.7% |
| 5Y | +329.1% | +60.0% | +269.1% | +123.4% |
| All | +367.9% | +65.2% | +302.7% | +147.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD 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 SCHD 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