+59.6%
SCHW vs ELF
+213.8%
-154.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.1% | +1.2% |
| 7D | -2.8% | -10.8% | +8.1% | -1.6% |
| 30D | -0.1% | +0.8% | -0.9% | -0.2% |
| 3M | +20.6% | +64.8% | -44.2% | +13.7% |
| 6M | +15.9% | +19.0% | -3.0% | +12.9% |
| YTD | +8.5% | +25.9% | -17.4% | +4.4% |
| 1Y | +17.8% | -28.8% | +46.6% | +19.8% |
| 3Y | +88.5% | -29.6% | +118.1% | +76.5% |
| All | +59.6% | +213.8% | -154.1% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling