+60.2%
SCHD vs APA
+173.2%
-113.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.3% |
| 7D | -2.0% | +4.6% | -6.5% | -2.6% |
| 30D | -0.4% | +11.9% | -12.3% | -2.1% |
| 3M | +5.7% | +22.5% | -16.7% | +2.2% |
| 6M | +11.9% | +37.5% | -25.7% | +5.4% |
| YTD | +26.4% | +87.2% | -60.7% | +13.0% |
| 1Y | +27.6% | +101.4% | -73.8% | +12.2% |
| 3Y | +54.9% | +16.9% | +38.0% | +43.5% |
| All | +60.2% | +173.2% | -113.0% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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