+86.8%
SCHW vs ELV
-2.1%
+89.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -1.9% | +3.2% | -5.1% | -2.0% |
| 30D | -1.6% | +5.4% | -7.0% | -1.8% |
| 3M | +21.3% | +5.4% | +15.9% | +20.8% |
| 6M | +16.5% | +45.7% | -29.2% | +15.0% |
| YTD | +8.4% | +21.2% | -12.8% | +7.5% |
| 1Y | +15.6% | +35.6% | -20.0% | +14.3% |
| 3Y | +86.8% | -2.0% | +88.9% | +83.8% |
| All | +86.8% | -2.1% | +89.0% | +83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling