+357.4%
SOXL vs SCHG
+16.6%
+340.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.9% | +10.7% | +14.2% |
| 7D | +5.3% | -0.7% | +6.0% | +8.4% |
| 30D | -11.2% | +0.2% | -11.4% | -13.0% |
| 3M | -55.4% | +2.2% | -57.6% | -56.0% |
| 6M | +107.1% | +15.0% | +92.1% | +24.3% |
| YTD | +179.0% | +9.2% | +169.9% | +122.7% |
| 1Y | +357.4% | +15.7% | +341.6% | +243.9% |
| All | +357.4% | +16.6% | +340.7% | +243.9% |
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