+447.8%
SCHG vs EL
+26.1%
+421.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | -1.0% | -6.5% | +5.4% | +0.9% |
| 30D | -1.3% | +11.1% | -12.4% | -4.8% |
| 3M | +5.4% | +10.7% | -5.3% | +1.6% |
| 6M | +14.4% | +6.9% | +7.5% | +10.2% |
| YTD | +8.0% | -6.3% | +14.3% | +6.9% |
| 1Y | +12.7% | +13.5% | -0.7% | +4.1% |
| 3Y | +85.6% | -33.1% | +118.7% | +91.5% |
| 5Y | +85.5% | -68.8% | +154.3% | +161.6% |
| All | +447.8% | +26.1% | +421.7% | +377.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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