+13.4%
SCHW vs ELV
+34.8%
-21.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.9% |
| 7D | -0.8% | +3.3% | -4.1% | -0.9% |
| 30D | +1.5% | +4.2% | -2.7% | +1.3% |
| 3M | +24.6% | -0.1% | +24.6% | +24.1% |
| 6M | +14.5% | +41.3% | -26.7% | +13.2% |
| YTD | +10.5% | +17.4% | -7.0% | +9.4% |
| 1Y | +13.4% | +35.1% | -21.7% | +15.4% |
| All | +13.4% | +34.8% | -21.4% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling