+22.2%
ELV vs SCHG
+84.3%
-62.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.3% |
| 7D | +3.2% | -1.0% | +4.2% | +3.4% |
| 30D | +5.4% | -1.3% | +6.6% | +5.7% |
| 3M | +5.4% | +5.4% | -0.1% | +4.0% |
| 6M | +45.7% | +14.4% | +31.3% | +40.9% |
| YTD | +21.2% | +8.0% | +13.2% | +18.7% |
| 1Y | +35.6% | +12.7% | +22.9% | +31.4% |
| 3Y | -2.0% | +85.6% | -87.6% | -19.0% |
| All | +22.2% | +84.3% | -62.1% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling