+301.7%
ELF vs SCHG
+432.0%
-130.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +4.7% |
| 7D | +1.6% | +2.7% | -1.2% | -1.0% |
| 30D | +9.1% | -5.2% | +14.3% | +14.4% |
| 3M | +28.2% | -5.2% | +33.3% | +34.3% |
| 6M | +119.5% | -0.6% | +120.1% | +120.1% |
| YTD | +55.2% | +4.7% | +50.4% | +48.0% |
| 1Y | +58.6% | +6.0% | +52.6% | +49.5% |
| 3Y | +21.3% | +78.9% | -57.6% | -26.1% |
| 5Y | +276.2% | +69.9% | +206.3% | +138.9% |
| All | +301.7% | +432.0% | -130.3% | -7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling