+1,055.5%
SCHW vs ELV
+2,378.1%
-1,322.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | +0.2% |
| 7D | -1.6% | -2.2% | +0.6% | -0.7% |
| 30D | -1.1% | -0.2% | -0.9% | -1.0% |
| 3M | +20.4% | -6.1% | +26.5% | +22.4% |
| 6M | +13.6% | +42.8% | -29.2% | -2.1% |
| YTD | +7.7% | +14.4% | -6.7% | -0.1% |
| 1Y | +15.2% | +28.6% | -13.4% | +1.4% |
| 3Y | +87.1% | -7.4% | +94.6% | +79.5% |
| 5Y | +57.5% | +14.5% | +43.0% | +35.2% |
| 10Y | +295.1% | +257.4% | +37.7% | +95.1% |
| All | +1,055.5% | +2,378.1% | -1,322.6% | +242.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling