+85.6%
SCHG vs EL
-34.0%
+119.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | -1.0% | -6.5% | +5.4% | -0.1% |
| 30D | -1.3% | +11.1% | -12.4% | -2.9% |
| 3M | +5.4% | +10.7% | -5.3% | +3.6% |
| 6M | +14.4% | +6.9% | +7.5% | +12.4% |
| YTD | +8.0% | -6.3% | +14.3% | +7.5% |
| 1Y | +12.7% | +13.5% | -0.7% | +8.7% |
| 3Y | +85.6% | -33.1% | +118.7% | +83.0% |
| All | +85.6% | -34.0% | +119.6% | +83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling