+625.8%
ECL vs SCHG
+1,127.0%
-501.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.6% |
| 7D | -2.7% | -0.9% | -1.9% | -2.1% |
| 30D | -4.3% | -2.3% | -2.0% | -2.7% |
| 3M | +3.2% | +4.5% | -1.3% | -0.4% |
| 6M | -2.9% | +13.6% | -16.5% | -12.2% |
| YTD | +4.3% | +7.6% | -3.3% | -2.0% |
| 1Y | +1.6% | +13.0% | -11.4% | -8.4% |
| 3Y | +54.3% | +87.0% | -32.7% | -9.4% |
| 5Y | +26.5% | +82.9% | -56.4% | -25.8% |
| 10Y | +155.6% | +453.6% | -298.1% | -43.1% |
| All | +625.8% | +1,127.0% | -501.1% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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