+265.7%
ELF vs SCHG
+441.2%
-175.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.4% |
| 7D | -11.6% | -1.0% | -10.6% | -10.7% |
| 30D | +4.6% | -1.3% | +5.9% | +5.9% |
| 3M | +59.7% | +5.4% | +54.3% | +52.4% |
| 6M | +21.2% | +14.4% | +6.8% | +6.9% |
| YTD | +27.4% | +8.0% | +19.4% | +18.6% |
| 1Y | -29.8% | +12.7% | -42.5% | -36.5% |
| 3Y | -28.5% | +85.6% | -114.1% | -57.6% |
| 5Y | +220.0% | +85.5% | +134.5% | +88.4% |
| All | +265.7% | +441.2% | -175.5% | -3.7% |
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 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