+238.6%
SCHD vs ELV
+280.2%
-41.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -2.0% | +3.2% | -5.2% | -2.8% |
| 30D | -0.4% | +5.4% | -5.8% | -1.8% |
| 3M | +5.7% | +5.4% | +0.4% | +3.8% |
| 6M | +11.9% | +45.7% | -33.8% | +0.2% |
| YTD | +26.4% | +21.2% | +5.2% | +18.2% |
| 1Y | +27.6% | +35.6% | -8.0% | +15.1% |
| 3Y | +54.9% | -2.0% | +57.0% | +49.7% |
| 5Y | +60.9% | +26.0% | +34.9% | +39.8% |
| All | +238.6% | +280.2% | -41.6% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling