+130.4%
SCHW vs ELAN
-28.2%
+158.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -0.4% |
| 7D | -1.9% | -5.4% | +3.6% | -0.6% |
| 30D | -1.6% | +4.7% | -6.3% | -2.8% |
| 3M | +21.3% | -3.7% | +24.9% | +21.5% |
| 6M | +16.5% | -1.2% | +17.7% | +14.7% |
| YTD | +8.4% | +2.4% | +6.0% | +5.4% |
| 1Y | +15.6% | +23.4% | -7.7% | +6.6% |
| 3Y | +86.8% | +96.7% | -9.8% | +39.4% |
| 5Y | +60.5% | -30.6% | +91.1% | +69.4% |
| All | +130.4% | -28.2% | +158.6% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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