+30.3%
SCHD vs ELF
-17.5%
+47.8%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.9% |
| 7D | -0.3% | +5.4% | -5.6% | -0.5% |
| 30D | +3.4% | +27.0% | -23.5% | +2.6% |
| 3M | +7.6% | +113.2% | -105.6% | +4.9% |
| 6M | +12.2% | +36.6% | -24.4% | +10.9% |
| YTD | +29.0% | +44.2% | -15.3% | +27.0% |
| 1Y | +30.3% | -18.0% | +48.3% | +29.8% |
| All | +30.3% | -17.5% | +47.8% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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