+87.0%
SCHW vs ELF
-30.3%
+117.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.1% | +1.0% |
| 7D | -2.8% | -10.8% | +8.1% | -2.2% |
| 30D | -0.1% | +0.8% | -0.9% | -0.1% |
| 3M | +20.6% | +64.8% | -44.2% | +17.1% |
| 6M | +15.9% | +19.0% | -3.0% | +14.5% |
| YTD | +8.5% | +25.9% | -17.4% | +6.5% |
| 1Y | +17.8% | -28.8% | +46.6% | +18.9% |
| All | +87.0% | -30.3% | +117.3% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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