+553.0%
SCHD vs SPXL
+6,506.9%
-5,953.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.5% |
| 7D | -2.6% | -1.3% | -1.3% | -2.3% |
| 30D | -0.3% | -5.0% | +4.7% | +1.0% |
| 3M | +6.1% | +7.6% | -1.5% | +3.4% |
| 6M | +11.7% | +33.6% | -21.9% | +1.8% |
| YTD | +26.3% | +28.1% | -1.8% | +16.1% |
| 1Y | +28.8% | +43.6% | -14.9% | +13.9% |
| 3Y | +55.0% | +225.8% | -170.8% | +3.0% |
| 5Y | +60.0% | +140.1% | -80.0% | +7.4% |
| 10Y | +243.1% | +1,248.4% | -1,005.3% | +17.6% |
| All | +553.0% | +6,506.9% | -5,953.9% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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