+236.5%
SCHD vs ELF
+317.0%
-80.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.1% | -0.5% |
| 7D | -2.6% | -6.8% | +4.2% | -2.0% |
| 30D | -0.3% | +5.1% | -5.4% | -0.9% |
| 3M | +6.1% | +79.8% | -73.7% | -0.2% |
| 6M | +11.7% | +29.7% | -18.0% | +8.0% |
| YTD | +26.3% | +31.6% | -5.3% | +21.5% |
| 1Y | +28.8% | -27.9% | +56.7% | +30.2% |
| 3Y | +55.0% | -26.4% | +81.5% | +48.2% |
| 5Y | +60.0% | +235.6% | -175.6% | +20.5% |
| All | +236.5% | +317.0% | -80.5% | +126.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling