+819.9%
SCHW vs SPXS
-100.0%
+919.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.1% | +1.5% |
| 7D | -2.8% | +6.4% | -9.1% | -0.2% |
| 30D | -0.1% | +6.0% | -6.0% | +2.5% |
| 3M | +20.6% | -11.6% | +32.2% | +15.0% |
| 6M | +15.9% | -28.7% | +44.7% | +1.9% |
| YTD | +8.5% | -26.3% | +34.8% | -2.7% |
| 1Y | +17.8% | -34.9% | +52.8% | +1.1% |
| 3Y | +88.5% | -79.5% | +168.0% | +10.5% |
| 5Y | +60.6% | -85.9% | +146.6% | -3.2% |
| 10Y | +298.0% | -99.5% | +397.6% | -20.5% |
| All | +819.9% | -100.0% | +919.9% | -67.2% |
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