+358.8%
APP vs SCHD
+61.0%
+297.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.5% | -1.2% |
| 7D | +0.1% | -1.1% | +1.2% | +1.6% |
| 30D | -10.0% | +1.5% | -11.5% | -11.9% |
| 3M | -44.6% | +7.4% | -52.1% | -50.0% |
| 6M | -37.9% | +12.4% | -50.2% | -47.7% |
| YTD | -53.7% | +27.5% | -81.2% | -68.1% |
| 1Y | -43.0% | +30.0% | -73.0% | -62.2% |
| 3Y | +640.8% | +56.5% | +584.3% | +243.7% |
| 5Y | +358.8% | +60.7% | +298.2% | +120.0% |
| All | +358.8% | +61.0% | +297.9% | +120.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling