+596.5%
SCHW vs SPXL
+7,356.5%
-6,760.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.6% | +1.5% |
| 7D | -2.8% | -6.0% | +3.2% | -0.2% |
| 30D | -0.1% | -5.8% | +5.7% | +2.4% |
| 3M | +20.6% | +10.9% | +9.7% | +14.3% |
| 6M | +15.9% | +31.9% | -16.0% | +0.6% |
| YTD | +8.5% | +25.8% | -17.3% | -4.2% |
| 1Y | +17.8% | +39.8% | -21.9% | -1.3% |
| 3Y | +88.5% | +219.9% | -131.3% | +1.5% |
| 5Y | +60.6% | +141.1% | -80.5% | -12.1% |
| 10Y | +298.0% | +1,223.7% | -925.6% | -25.1% |
| All | +596.5% | +7,356.5% | -6,760.1% | -62.3% |
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