+478.6%
SOXL vs SCHG
+86.3%
+392.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.4% | +1.3% |
| 7D | +3.9% | -1.0% | +4.9% | +8.8% |
| 30D | -14.3% | -1.3% | -13.0% | -9.8% |
| 3M | -45.6% | +5.4% | -51.1% | -55.4% |
| 6M | +117.2% | +14.4% | +102.8% | +39.6% |
| YTD | +189.8% | +8.0% | +181.8% | +148.3% |
| 1Y | +317.7% | +12.7% | +305.0% | +227.4% |
| 3Y | +478.6% | +85.6% | +393.0% | +7.4% |
| All | +478.6% | +86.3% | +392.4% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling