+559.1%
SCHD vs APA
-33.8%
+592.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.4% |
| 7D | -1.1% | -1.7% | +0.5% | -0.9% |
| 30D | +1.5% | +15.7% | -14.2% | -0.8% |
| 3M | +7.4% | +16.5% | -9.0% | +4.6% |
| 6M | +12.4% | +35.1% | -22.7% | +6.4% |
| YTD | +27.5% | +82.2% | -54.7% | +15.1% |
| 1Y | +30.0% | +102.5% | -72.5% | +15.0% |
| 3Y | +56.5% | +10.3% | +46.2% | +47.8% |
| 5Y | +60.7% | +166.1% | -105.4% | +28.7% |
| 10Y | +237.8% | -4.9% | +242.6% | +171.6% |
| All | +559.1% | -33.8% | +592.9% | +451.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling