+162.3%
SOXL vs SCHW
+59.3%
+103.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.3% |
| 7D | +3.9% | -1.9% | +5.7% | +5.7% |
| 30D | -14.3% | -1.6% | -12.7% | -13.9% |
| 3M | -45.6% | +21.3% | -66.9% | -58.8% |
| 6M | +117.2% | +16.5% | +100.7% | +65.6% |
| YTD | +189.8% | +8.4% | +181.4% | +139.7% |
| 1Y | +317.7% | +15.6% | +302.1% | +221.4% |
| 3Y | +478.6% | +86.8% | +391.8% | +164.8% |
| All | +162.3% | +59.3% | +103.0% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling