+1,117.7%
SCHG vs EL
+397.8%
+719.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.2% |
| 7D | -0.9% | -2.4% | +1.5% | -0.2% |
| 30D | -2.3% | +13.7% | -16.0% | -6.8% |
| 3M | +4.5% | +14.5% | -10.0% | -0.7% |
| 6M | +13.6% | +7.4% | +6.2% | +8.8% |
| YTD | +7.6% | -4.7% | +12.3% | +5.7% |
| 1Y | +13.0% | +12.9% | +0.1% | +4.0% |
| 3Y | +87.0% | -32.2% | +119.2% | +90.8% |
| 5Y | +82.9% | -68.4% | +151.2% | +150.3% |
| 10Y | +453.6% | +28.3% | +425.4% | +320.2% |
| All | +1,117.7% | +397.8% | +719.9% | +459.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling