+786.0%
ELV vs SCHG
+1,132.2%
-346.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +5.2% |
| 7D | +2.8% | -1.0% | +3.8% | +3.5% |
| 30D | +4.9% | -1.3% | +6.2% | +5.7% |
| 3M | +4.9% | +5.4% | -0.5% | +1.2% |
| 6M | +45.1% | +14.4% | +30.7% | +32.3% |
| YTD | +20.7% | +8.0% | +12.6% | +14.0% |
| 1Y | +35.0% | +12.7% | +22.3% | +23.7% |
| 3Y | -2.4% | +85.6% | -88.0% | -39.7% |
| 5Y | +25.5% | +85.5% | -60.1% | -25.6% |
| 10Y | +277.1% | +456.0% | -178.9% | -17.9% |
| All | +786.0% | +1,132.2% | -346.2% | -0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling