+527.5%
APP vs SCHD
+76.4%
+451.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.3% |
| 7D | +4.6% | +2.7% | +1.9% | +1.5% |
| 30D | +56.0% | +7.1% | +48.9% | +42.3% |
| 3M | +30.8% | +5.7% | +25.1% | +21.1% |
| 6M | -9.8% | +15.6% | -25.4% | -26.0% |
| YTD | -39.3% | +34.9% | -74.2% | -60.4% |
| 1Y | -26.4% | +37.4% | -63.8% | -53.4% |
| 3Y | +887.9% | +74.5% | +813.4% | +310.7% |
| 5Y | +264.1% | +63.7% | +200.4% | +76.5% |
| All | +527.5% | +76.4% | +451.0% | +203.9% |
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