+55.9%
SOXL vs SCHG
+5.5%
+50.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.3% | -10.1% | -15.4% |
| 7D | -37.9% | -2.5% | -35.4% | -27.1% |
| 30D | -59.4% | -5.4% | -54.0% | -41.7% |
| 3M | -52.3% | -2.2% | -50.2% | -42.2% |
| 6M | -47.7% | +5.2% | -52.9% | -49.5% |
| YTD | +58.8% | +6.8% | +52.0% | +56.4% |
| 1Y | +55.9% | +5.9% | +50.0% | +69.5% |
| All | +55.9% | +5.5% | +50.4% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling