+59.5%
SCHW vs SPXS
-86.0%
+145.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | -0.8% |
| 7D | -1.9% | +2.5% | -4.4% | -1.1% |
| 30D | -1.6% | +4.2% | -5.8% | -0.3% |
| 3M | +21.3% | -9.3% | +30.6% | +18.1% |
| 6M | +16.5% | -30.7% | +47.2% | +4.8% |
| YTD | +8.4% | -28.1% | +36.5% | -0.7% |
| 1Y | +15.6% | -35.1% | +50.7% | +3.1% |
| 3Y | +86.8% | -79.6% | +166.4% | +23.9% |
| All | +59.5% | -86.0% | +145.5% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling