+42.5%
SOXL vs SCHW
+1.1%
+41.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.6% | -13.4% | -6.9% |
| 7D | -37.9% | +5.2% | -43.1% | -36.5% |
| 30D | -59.4% | -4.7% | -54.7% | -60.1% |
| 3M | -52.3% | -11.9% | -40.4% | -54.6% |
| 6M | -47.7% | +2.7% | -50.4% | -48.4% |
| YTD | +58.8% | -5.6% | +64.4% | +57.7% |
| All | +42.5% | +1.1% | +41.4% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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