-26.1%
ELF vs SCHG
+85.5%
-111.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.2% |
| 7D | -6.8% | -0.9% | -5.9% | -5.8% |
| 30D | +5.1% | -2.3% | +7.4% | +8.1% |
| 3M | +79.8% | +4.5% | +75.3% | +70.6% |
| 6M | +29.7% | +13.6% | +16.2% | +10.6% |
| YTD | +31.6% | +7.6% | +24.0% | +19.9% |
| 1Y | -27.9% | +13.0% | -41.0% | -37.1% |
| All | -26.1% | +85.5% | -111.6% | -64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling