+20,174.1%
SOXL vs SCHG
+1,104.7%
+19,069.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.4% | +2.0% |
| 7D | +3.9% | -1.0% | +4.9% | +8.0% |
| 30D | -14.3% | -1.3% | -13.0% | -10.4% |
| 3M | -45.6% | +5.4% | -51.1% | -53.5% |
| 6M | +117.2% | +14.4% | +102.8% | +53.0% |
| YTD | +189.8% | +8.0% | +181.8% | +161.7% |
| 1Y | +317.7% | +12.7% | +305.0% | +253.4% |
| 3Y | +478.6% | +85.6% | +393.0% | +47.6% |
| 5Y | +169.5% | +85.5% | +84.0% | +34.2% |
| 10Y | +5,222.1% | +456.0% | +4,766.0% | +41.7% |
| All | +20,174.1% | +1,104.7% | +19,069.4% | -26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling