+1,112.5%
SCHG vs SPXS
-100.0%
+1,212.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | +0.3% |
| 7D | -2.7% | +6.4% | -9.1% | -0.5% |
| 30D | -2.2% | +6.0% | -8.2% | +0.1% |
| 3M | +6.2% | -11.6% | +17.8% | +2.3% |
| 6M | +13.4% | -28.7% | +42.1% | +2.4% |
| YTD | +7.1% | -26.3% | +33.4% | -1.5% |
| 1Y | +12.5% | -34.9% | +47.4% | -0.1% |
| 3Y | +86.2% | -79.5% | +165.6% | +22.7% |
| 5Y | +83.9% | -85.9% | +169.9% | +27.1% |
| 10Y | +451.3% | -99.5% | +550.8% | +70.2% |
| All | +1,112.5% | -100.0% | +1,212.5% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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