-29.8%
ELF vs SCHG
+13.0%
-42.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | 0.0% |
| 7D | -11.6% | -1.0% | -10.6% | -10.3% |
| 30D | +4.6% | -1.3% | +5.9% | +6.4% |
| 3M | +59.7% | +5.4% | +54.3% | +48.7% |
| 6M | +21.2% | +14.4% | +6.8% | -1.5% |
| YTD | +27.4% | +8.0% | +19.4% | +14.6% |
| 1Y | -29.8% | +12.7% | -42.5% | -36.4% |
| All | -29.8% | +13.0% | -42.8% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling