+287.6%
SCHW vs ELF
+317.0%
-29.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.7% | +0.2% |
| 7D | -1.6% | -6.8% | +5.2% | -0.7% |
| 30D | -1.1% | +5.1% | -6.1% | -1.8% |
| 3M | +20.4% | +79.8% | -59.4% | +10.9% |
| 6M | +13.6% | +29.7% | -16.1% | +8.7% |
| YTD | +7.7% | +31.6% | -23.9% | +2.2% |
| 1Y | +15.2% | -27.9% | +43.1% | +16.9% |
| 3Y | +87.1% | -26.4% | +113.6% | +76.4% |
| 5Y | +57.5% | +235.6% | -178.1% | +8.7% |
| All | +287.6% | +317.0% | -29.4% | +140.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling