+553.0%
SCHD vs ELV
+666.1%
-113.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.6% |
| 7D | -2.6% | -2.2% | -0.4% | -2.1% |
| 30D | -0.3% | -0.2% | -0.1% | -0.3% |
| 3M | +6.1% | -6.1% | +12.2% | +7.3% |
| 6M | +11.7% | +42.8% | -31.1% | +1.0% |
| YTD | +26.3% | +14.4% | +11.9% | +20.1% |
| 1Y | +28.8% | +28.6% | +0.1% | +18.2% |
| 3Y | +55.0% | -7.4% | +62.5% | +52.2% |
| 5Y | +60.0% | +14.5% | +45.6% | +44.7% |
| 10Y | +243.1% | +257.4% | -14.3% | +123.0% |
| All | +553.0% | +666.1% | -113.1% | +247.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling